This is a collection of notes exploring a number of topics in Quantitative Finance (QF). The idea is to use Python 🐍to illustrate the theoretical concepts and help you to get a better understanding of each topic.
My aim is to provide an open-source repository where people interested in a career in QF can find these concepts covered in a rigorous manner while keeping the practitioners point of view into consideration.
Part I. Stochastic Processes
- Brownian Motion
- Brownian Motion with Drift
- Geometric Brownian Motion
- Vasicek Model/Process
- Cox–Ingersoll–Ross process
- Bessel Processes Part I
This project is under construction 🦺 and new content will be added on a regular basis 🌱
You can visit the current version here: Understanding Quantitative Finance Website
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- 👾 Personal Website