Quantitative finance
Stochastic calculus
Itô, SDEs, simulation
Derivatives pricing
Black–Scholes, Girsanov
Risk & portfolio theory
VaR, mean–variance
Numerical Python
Monte Carlo, Euler schemes
Stochastic calculus
Itô, SDEs, simulation
Derivatives pricing
Black–Scholes, Girsanov
Risk & portfolio theory
VaR, mean–variance
Numerical Python
Monte Carlo, Euler schemes