Welcome to the QuantitativeFinance repository! This repository is dedicated to exploring and understanding various topics in the field of quantitative finance. Our aim is to provide a comprehensive resource for those interested in quantitative finance, whether you're a student, researcher, practitioner, or simply curious about the world of finance.
In this section, we delve into the fascinating world of stochastic processes, with a particular focus on Fractional Brownian Motion (fBm). Stochastic processes are at the heart of quantitative finance, allowing us to model the random behavior of financial variables over time. fBm, known for its long-range dependence and multifractal properties, plays a crucial role in understanding and modeling financial data.
Options pricing is a fundamental concept in finance, and the Black-Scholes Model is a cornerstone of this field. We explore the Black-Scholes Model in-depth, providing insights into how it's used to determine the theoretical price of European-style options. Whether you're new to options pricing or seeking a deeper understanding, this section has you covered.
Dive into the powerful Monte Carlo method for option pricing. Learn how to simulate stock price paths, calculate option payoffs, and estimate option prices under various scenarios. Gain insights into risk assessment and option price determination using this versatile numerical technique.
We'll continue expanding this repository with detailed explanations, Python code examples, and visualizations for various quantitative finance topics. Our goal is to provide a valuable resource for learning and applying quantitative techniques in finance.
Feel free to explore the sections, contribute to our content, and stay tuned for more updates as we journey deeper into the world of quantitative finance!