Amit Kumar JhaDifferent Types of Martingales: Examples and EquationsIn the world of mathematical finance and probability theory, martingales play a pivotal role. Originating from a class of betting…May 5May 5
Amit Kumar JhaUnderstanding the Differences Between Brownian Motion and Geometric Brownian MotionIn the area of finance and mathematical modeling, Brownian Motion and Geometric Brownian Motion are fundamental concepts that model the…Apr 131Apr 131
Amit Kumar JhaDoes the Number of Simulations Matter in Monte Carlo Methods?Introduction to Monte Carlo SimulationsMar 71Mar 71
Amit Kumar JhaThe Fleeting Nature of Statistical Arbitrage: Unveiling the Mathematics of Covariance in Wiener…Introduction:Jan 5Jan 5
Amit Kumar Jha2023 — A Worst year for banks??Disclaimer: My views doesn’t represent UBS/Credit Suisse views Read here -Dec 28, 2023Dec 28, 2023
Amit Kumar JhaImplied volatility from local volatilityImplied volatility (IV) and local volatility (LV) are terms from financial mathematics used to describe the behavior of options pricing. In…Nov 4, 2023Nov 4, 2023
Amit Kumar JhaBeyond VaR and CVaR: Topological Risk Measures in Derivative Markets-My new ArxicIntroductionOct 24, 2023Oct 24, 2023
Amit Kumar JhaFX Swaption Valuation using QuantLib and Monte Carlo SimulationProject DescriptionOct 16, 2023Oct 16, 2023
Amit Kumar JhaDifference Between Data Scientists and Quantitative Analysts: Myths, Facts, and Market InsightsOct 15, 2023Oct 15, 2023
Amit Kumar JhaLocal vs Stochastic Volatility: Easiest ExplanationLocal VolatilityOct 1, 20231Oct 1, 20231
