Blog Index

Chronological Blog Index

  • October ’17
    1. Watch! !Baltimore! !Ravens! !vs! !Chicago! !Bears! !Game! !Online! !live! !streaming! !(:[Free! !On! !Ps4]-)
    2. &A2zF$Watch. Akron vs Western Michigan. Game. Online. Free. Video. Stream. [[^FOX&]]
    3. (L8dW(Watch. Vanderbilt vs Ole Miss. NCAA. Game. Live. Telecast. [[%XFINITY+]]
  • September ’17
    1. Patrick Hammond
  • June ’17
    1. Calibrating time-dependent volatility to swaption prices
  • May ’17
    1. Interview Questions
    2. Welcome to Quantopia Forums!
    3. Community Forum
    4. General Discussion
    5. Interview Questions VII: Integrated Brownian Motion
    6. Home
    7. Credit Valuation Adjustment (CVA)
  • January ’14
    1. Tutoring
    2. Hedging in a finite-state model (Binary Trees)
  • December ’13
    1. Improving Monte Carlo: Control Variates
    2. Asian options III: the Geometric Asian
    3. Credit Default Swaps Pt II – Credit Spreads
  • November ’13
    1. Credit Default Swaps Pt I: A Default Model for Firms
    2. Fitting the initial discount curve in a stochastic rates model
  • August ’13
    1. Interview Questions VI: The Drunkard’s Walk
  • May ’13
    1. Asian Options II: Monte Carlo
    2. The Dupire Local Vol Model
  • April ’13
    1. Asian Options I
    2. Interview Questions V: The Lowest Unique Positive Integer Game
  • March ’13
    1. European vs. American Options
    2. Excel Monte-Carlo Pricer
    3. Forwards vs. Futures
    4. Interview Questions IV
    5. Running C++ in Excel via XLW
  • February ’13
    1. Put-Call Parity
    2. Stochastic Rates Models
    3. Bootstrapping the Discount Curve from Swap Rates
    4. Solving the Heat Equation
    5. Blog Index
    6. Digital Options
    7. Interview Quesions III
  • January ’13
    1. Forward Rate Agreements and Swaps
    2. Factoryised C++
    3. Inverse Normal CDF
    4. Futures
    5. Monte Carlo
    6. New Section: Monte Carlo in C++
    7. Forwards
    8. BS from Delta-Hedging
    9. Time Varying Parameters
    10. Random Number Generators
  • December ’12
    1. Interview Questions II
    2. The Discount Curve, ZCBs and the Time Value of Money
    3. The Greeks
    4. Importance of the Vol Smile
    5. Interview Questions I
    6. Some Results for Common Distributions
    7. Risk Neutral Valuation
    8. Root Finders
    9. Price vs. Implied Vol
    10. Stochastic Differential Equations Pt2: The Lognormal Distribution
    11. Stochastic Differential Equations Pt1: The BS Equation
    12. Monte Carlo in Quantitative Finance
    13. Cumulative Normal Distribution
  • November ’12
    1. A First Pricer
    2. Pricers
    3. Hello world!
    4. Quantopia
  • 3 thoughts on “Blog Index”

    1. Thanks for a great blog! As an incoming summer intern at JPMorgan, I have been relying extensively on this excellent resource. Also glad to see that new articles have resumed this month.

        1. Linear interest rate products (mainly swaps). The procedure for bootstrapping the discount curve from swap rates that is outlined in one of your articles is very elegant.

    Leave a Reply

    Your email address will not be published. Required fields are marked *