A Gentle Introduction to Geometric Brownian Motion in Finance

Monte Carlo Methods for Risk Management: VaR Estimation in Python

Value at Risk gives an indication of…

Ornstein Uhlenbeck Mean Reversion Process

The Ornstein–Uhlenbeck process is one of several approaches used to model interest…

Pricing Barrier Options using Monte Carlo Simulation in Python

Understanding the Quadratic Variation of Stochastic Processes

Black-Scholes Derivation — Delta Hedging Argument

Monte Carlo Simulation for Black-Scholes Option Pricing

Supervised Machine Learning: Classification — K-Nearest Neighbors and Data Pre-Processing

A Comprehensive Guide to The Mathematics of Quantum Mechanics

Monte Carlo Methods for Risk Management: CVA and the Merton Model in Python

CVA is the difference…