Fundamentals of Deterministic Calculus — applications to Finance (Part 1)A good foundation of concepts of deterministic calculus plays a significant role in understanding advanced concepts in financeOct 232Oct 232
Bond Risk Sensitivities with Python (Part 1)Duration is a popular measure of interest rate risk sensitivity for bondsSep 25Sep 25
Overview of the Simplified Standardized Approach (SSA) for Market RiskSimplified Standardized Approach for market risk measurement for banksApr 26Apr 26
Fundamentals of Numerical Methods in Quant FinanceWhile there are a plethora of numerical methods out there, in this article we will focus on a few of the numerical methods for pricing…Mar 9Mar 9
Foundations of FRTB for Market Risk — Part IIWe discuss the Internal Models Approach (IMA) for market risk capital charge under the FRTB ruleDec 17, 2023Dec 17, 2023
Foundations of FRTB for Market Risk — Part IFRTB is a new guideline for market risk management for banksDec 4, 2023Dec 4, 2023
Foundations of Interest Rate modelling — the simplified wayThe level of interest rates and the volatility in rates is a matter of “great interest” in the industry.Jul 11, 2023Jul 11, 2023
Probability toolbox for quant financeProbability theory and related concepts are one of the key building blocks for a variety of concepts in quant finance.Apr 20, 2023Apr 20, 2023
Foundations of Martingales for quant financeMartingale may be defined as a stochastic process whose trajectories do not display any discernible trendsApr 6, 2023Apr 6, 2023
Simulation of correlated random walks for a basket of stocks using PythonIn many quantitative finance applications, we frequently generate random walks to build the path of a certain asset that follows processDec 2, 2022Dec 2, 2022
