DEF BLOG :

Applying for a job in Quantitative Finance is not easy. It takes several weeks to prepare, covering areas such as Stochastic Calculus, probability theory, and programming experience (especially in C++

If you are preparing to apply for a job in Quantitative Finance, one thing that is often necessary is reading foundational books on mathematical finance (such as Hull, Baxter & Rennie, or Joshi) or ha

Although Python is known as a scripting language used to connect various parts of software systems, with tools like NumPy and SciPy, it has sufficient

Although C++ is the primary language commonly used for pricing options, the team decided to use Python entirely for learning purposes. This not only provides an opportunity for the team to practice th

In the previous article, a set of linear equations was arranged in the form of a tridiagonal matrix equation. Solving this equation allows for the calculation of values at the interior grid points. Th

In the previous article about the Finite Difference Method, it was shown that the explicit method for numerically solving the heat equation requires a very small time step size, which prompts the cons

In the first article of this series, it has been shown that the derivatives of continuous functions can be approximated on a discontinuous domain.The

This is the first part of a multi-part series of articles on using the Finite Difference Method (FDM) to solve parabolic partial differential equation

If you have just completed your PhD or are nearing completion and are looking for opportunities in the Quant (Quantitative Analyst) or Financial Engin

When we have tools like Ito’s Lemma and the Geometric Brownian Motion (GBM) model, we can now start proving the Black-Scholes equation.