Ameya AbhyankarOverview of the Simplified Standardized Approach (SSA) for Market RiskSimplified Standardized Approach for market risk measurement for banks4 min read·Apr 26, 2024----

Ameya AbhyankarFundamentals 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…8 min read·Mar 9, 2024----

Ameya AbhyankarFoundations of FRTB for Market Risk — Part IIWe discuss the Internal Models Approach (IMA) for market risk capital charge under the FRTB rule8 min read·Dec 17, 2023----

Ameya AbhyankarFoundations of FRTB for Market Risk — Part IFRTB is a new guideline for market risk management for banks6 min read·Dec 4, 2023----

Ameya AbhyankarFoundations 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.9 min read·Jul 11, 2023----

Ameya AbhyankarProbability toolbox for quant financeProbability theory and related concepts are one of the key building blocks for a variety of concepts in quant finance.6 min read·Apr 20, 2023----

Ameya AbhyankarFoundations of Martingales for quant financeMartingale may be defined as a stochastic process whose trajectories do not display any discernible trends6 min read·Apr 6, 2023----

Ameya AbhyankarSimulation 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 process4 min read·Dec 2, 2022----

Ameya AbhyankarFoundations of Numerical Methods — the Pythonic wayNumerical Methods by definition mean the application of a certain analytical technique to solve a certain problem.6 min read·Oct 19, 2022----

Ameya AbhyankarMatrix Algebra to solve Linear Equations with PythonMatrices and Decomposition Techniques are useful to solve a system of linear equations4 min read·Oct 6, 2022----