DEF BLOG :

Previously, we introduced Brownian Motion and the Wiener Process as the foundation for modeling asset price paths.However, standard Brownian Motion ha

In this article, we will define Brownian Motion and explain some of its properties, which are very important in creating models for future asset price

Currently, Python has become the main language in the field of quantitative finance. It is widely used in both investment banks and quantitative hedge

In the previous article, we introduced several C++ books to help learn the syntax necessary for creating derivatives pricing models. These models ofte

Learning how to apply models requires a deep understanding of theory, which will enable the use of mathematical strategies necessary for code optimiza

This post is part of a series of book recommendations for novice quantitative analysts. Other articles in this series will focus on C++ programming, m

The two main concepts in quantitative finance are the Markov property and the Martingale property. The Markov property states that a stochastic proces

Stochastic calculus is widely used in the field of quantitative finance to create models of random asset prices. This article will provide a brief ove