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A collection of my own Quantitative Finance guides covering various topics.

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Quantitative Finance Series

Can't remember the difference between an Asian and Bermudan Option? What about how to price them? Perhaps you're just interested in learning more about some Quantitative Finance topics? Well this series is here to help!

Overview

This series contains reviews, guides, and examples of variety of different Quantitative Finance topics. My aim is to publish one per month. As with the majority of my repositories, there are two reasons for its creation.

The first is to serve as a reminder for myself. The world of Quantitative Finance is enormous and I often find myself needing a reminder of certain topics. In addition, I hope to continously discover and learn new things, hence, this series will serve as the perfect opportunity to test my own understanding.

The second reason is that in reminding myself I hope this series will also help others on their journey through Quant Finance. To those that do happen to stumble across these guides, please note I am not infallible. There may indeed be mistakes or typos, and I would very much appreciate anyone who spots something as such, so I may correct it for the future.

Contents


License

Copyright 2022 Harry Stobart

Permission is hereby granted, free of charge, to any person obtaining the underlying .TeX files, including without limitation the rights to use, copy, modify, merge, and/or distribute copies of the .TeX files.

The above copyright notice and this permission notice shall serve as warning of the following condition:

THE FILES ARE PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE FILES OR THE USE OR OTHER DEALINGS IN THE FILES.