Martin Gremm

Pivot Point Advisors

Bellaire, TX 77401

United States

SCHOLARLY PAPERS

4

DOWNLOADS

279

CITATIONS

0

Scholarly Papers (4)

1.

The Origin of Fat Tails

Number of pages: 17 Posted: 10 Oct 2013 Last Revised: 06 Jan 2016
Martin Gremm
Pivot Point Advisors
Downloads 210 (104,515)

Abstract:

fat tails, volatility clustering, market model, risk management, stochastic volatility

2.

Mathematical Constraints on Financially Viable Public Policy

Number of pages: 12 Posted: 13 Feb 2012
Martin Gremm and Mark B. Wise
Pivot Point Advisors and California Institute of Technology
Downloads 35 (349,416)

Abstract:

Social Security, robust policy

3.

Global Gauge Symmetries, Risk-Free Portfolios, and the Risk-Free Rate

Number of pages: 17 Posted: 12 May 2016
Martin Gremm
Pivot Point Advisors
Downloads 0 (495,380)

Abstract:

Gauge Theory, Risk Free Rate, Option Pricing

4.

The Stress-Dependent Random Walk

International Journal of Theoretical and Applied Finance, Vol. 18, No. 8, 2015
Posted: 08 Jan 2016
Martin Gremm
Pivot Point Advisors

Abstract:

Market model, regime-switching, stochastic volatility, value at risk, market stress, lognormal random walk, volatility clustering, fat tails