Ameya Abhyankar·Jun 30Martingales for Quantitative FinanceMartingales is one of the pillars of quantitative finance
Ameya Abhyankar·Apr 30Stress Testing: Principles, Scenarios and GovernanceStress testing framework enables a bank to evaluate the impact of extreme stress scenarios that may potentially happen in the future.
Ameya Abhyankar·Sep 10, 2025Sovereign Default RiskSovereign default risk means that a country’s government is unable to service its debts. This is an important factor to be analysed.
Ameya Abhyankar·Aug 13, 2025Country Risk Analysis — a qualitative approachCountry risk may be defined as the risk associated with a country, and it is an important component of financial risk management.
Ameya Abhyankar·Jun 25, 2025Bond Risk Sensitivities with Python (Part 2) — ConvexityBond convexity is a interest rate sensitivity measure of bond prices
Ameya Abhyankar·May 21, 2025Greeks with PythonOptions greeks are risk sensitivity parameters used for managing the options book
Ameya Abhyankar·Dec 26, 2024Fundamentals of Volatility SmileVolatility smile is a fundamental concepts used in options. Its a 2-D chart of vols vs strike(delta)
Ameya Abhyankar·Nov 8, 2024Fundamentals of Deterministic Calculus — applications to Finance (Part 2)Integrals, Taylor series, partial differentials etc. plays an important role
Ameya Abhyankar·Oct 23, 2024Fundamentals 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 financeA response icon2A response icon2
Ameya Abhyankar·Sep 25, 2024Bond Risk Sensitivities with Python (Part 1)Duration is a popular measure of interest rate risk sensitivity for bondsA response icon1A response icon1
