Zamrik Quant Research works through five research desks. Each desk owns its work outright: every research paper, notebook, tool and essay belongs to exactly one desk.
Research desk · 01
Market Microstructure & Trading
How orders, executions and trading rules shape what a trader actually earns.
9 research papers1 notebook3 tools5 essays
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Derivatives & Volatility
Options, volatility and rates: pricing, hedging and the free boundary.
8 research papers5 essays
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Optimal Control & Decision
What to do under uncertainty: optimal control and HJB, mean-field games, agent-based models, irreversible decisions, betting, lotteries and insurance.
16 research papers5 notebooks23 essays
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Stochastic Analysis
How random processes behave — Itô calculus, diffusions, local time, Fokker–Planck — in theory and in application.
6 research papers2 notebooks15 essays
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Applied Mathematics
Mathematics in the wild — floods, fires, cellars, patterns and maps — and everything else worth solving.
1 research paper2 notebooks29 essays
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