DEF BLOG :

Itos Lemma is a fundamental rule in stochastic calculus (Ito Calculus) that extends the chain rule from regular calculus to be applicable to stochastic processes like Brownian Motion. It is particular

Geometric Brownian Motion (GBM) is a fundamental model widely used to describe the behavior of asset prices over time. This model guarantees that prices will not be negative, which aligns with the rea

Previously, we introduced Brownian Motion and the Wiener Process as the foundation for modeling asset price paths.However, standard Brownian Motion has a chance of taking negative values, which does n

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 paths. Previously, we introduced stochastic calcu

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 process has no memory, while the Martingale property sta

Stochastic calculus is widely used in the field of quantitative finance to create models of random asset prices. This article will provide a brief overview of the applications, particularly in cases r

Do you want to display the list of all authors on your WordPress blog? This feature is highly sought after for blogs with multiple authors, as it allows readers to see who wrote each article and easil

Do you want to hide subcategories in WordPress or customize the style to make your category list easier to read? In WordPress, you can organize posts using main categories and subcategories, which imp