Mathematics, Probability Theory, Stochastic Calculus

Girsanov’s Theorem

September 4, 2022 — 0 Comments

Probability Theory, Programming, Python

Probability Distributions in Python

June 11, 2022 — 2 Comments

Finance, Finance, Mathematics, Probability Theory, Volatility

Butterflies & Probability

May 4, 2022 — 0 Comments

Mathematics, Probability Theory, Stochastic Calculus

Changing Probability Measures

February 5, 2022 — 0 Comments

Finance, Finance, Mathematics, Options, Probability Theory, Stochastic Calculus

A Recipe for Pricing

January 18, 2021 — 1 Comment

Commodities, Finance, Options, Probability Theory

Black-76

January 15, 2021 — 0 Comments

Mathematics, Probability Theory

Bayes’ Theorem

October 25, 2020 — 0 Comments

Mathematics, Probability Theory, Stochastic Calculus

Markov Chains

October 25, 2020 — 0 Comments

Finance, Options, Probability Theory, Stochastic Calculus, Swaps

Introduction to the Swap Model

September 29, 2020 — 0 Comments

Expected Shortfall, Probability Theory, Risk Management, Value-at-Risk

Expectation & Laplace Transforms

October 2, 2019 — 0 Comments