quantpie

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Further your mathematical/quantitative modelling skills Our aim is to help students and professionals, who have some knowledge of mathematics and quantitativ...

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Change of Numeraire

Change of probability measure for Poisson process

Ito's lemma for Poisson Process

Climate Modelling 3 General circulation of the atmosphere

Climate Modelling 2 The atmosphere and the radiation, a combination that makes the magic happen

Climate Modelling 1 Earth's energy budget and the Greenhouse gases' role in keeping us warm!

SABR Model - part 2B (Transformation of PDE)

Black Scholes Delta Simplified Derivation

the Shape of the Geometric Brownian Motion’s distribution

LIBOR Fallback = Adj RFR + Spread

SABR Model - part 2A (Valuation PDE)

SABR Model - part 1

Merton Jump Diffusion Model

Abstract Bayes' Formula and Conditional Expectation

12 Differences between LIBOR and RFRs (alternative referencerisk free rates SOFR, SONIA,€STR, …)

Simplified Girsanov Theorem for Brownian Motion (Change of Probability Measure)

Simplified Change of Probability Measure, and Risk Neutral Valuation

An illustration of Black Scholes’ Delta Hedging

Why is dW^2=dt

Why is dt^2=0

Why dWdt=0

Chain Binomial Model for COVID-19 spread

Brownian motion - Physical intuition

Poisson Marked, Compound, Compensated, ...

An intuitive explanation the Black Scholes' formula

Some Calculus in Python's Sympy

Which one is riskier option or stock

Plotting symbolic functions in Sympy

Algebraic Manipulations in Python's Sympy

Symbolic calculations in Python An overview of Sympy