Welcome to visit my site: https://eightsmilefy.com/?cat=26.
Posts may not be kept updated, in that it seems the website cannot show .md and jupyter notebook well. Still, welcome to vista my website for some insights about Econ and my learning & ideas.
Both my website and GitHub cannot show those Latex formula correctly. If that showing bother you, please clone the .md file yourself. Hope that would be helpful.
- Lec1 - Random Behaviour of Assets
- Lec2 - Binomial Model
- Lec3 - PDEs & Transition Density Functions
- Lec4 - Applied Stochastic Calculus I
- Lec5 - Applied Stochastic Calculus II
- Lec6 - Martingales
- Lec1 - An Intro of Portfolio Theory
- Lec2 - Fundamentals of Optimisation and Application, Black-Litterman Model
- Lec3 - Value at Risks and Expected Shortfalls
- Lec4 - Asset Returns: Key Imperial Stylised Facts
- Lec5 - Volatility Models: The ARCH Framework
- Lec6 - Risk Regulation & Basel III
- Lec7 - Collateral and Margins
- Lec1 - Black Scholes Model
- Lec2 - Martingales Theory - Applications to Option Pricing
- Lec3 - Martingales & PDEs: Which, When & Why
- Lec4 - Intro to Numerical Methods
- Lec5 - Exotic Options
- Lec6 - Understanding Volatility
- Lec7 - Further Numerical Methods
- Lec8 - Derivatives Market Practice
- Lec9 - Advanced Greeks
- Lec10 - Advanced Volatility Modelling
- Lec11 - FX Options
- Lec1 - An Introduction to Machine Learning I
- Lec2 - An Introduction to Machine Learning II
- Lec3 - Maths Toolbox for Machine Learning