mathforfinance.com https://validator.w3.org/feed/docs/rss2.html Home Calibrating Models to Market Data What Is Financial Risk? Duration and Convexity The Binomial Tree Model Compounding, Discounting and the Time Value of Money Fast Code: Vectorization and C++ for Quants Root Finding and Implied Volatility Pricing Options with a Binomial Tree in Python Monte Carlo Simulation KDB+/q and Tickerplant Architecture for Tick Data Python Setup for Quants Getting and Cleaning Market Data RFQ Pricing in Electronic Bond Trading Market Making Auto-Hedging: Trading Off Risk and Hedge Cost Optimal Execution: Almgren–Chriss How to Backtest Without Lying to Yourself Market Microstructure and Order Books Markowitz Mean–Variance Optimization Sharpe, Sortino and Drawdown LSTMs for Financial Time Series Overfitting and Backtest Overfitting Classification Models for Execution Signals PCA on the Yield Curve Machine Learning for Return Prediction Time Series Basics: Stationarity, AR and MA Volatility Modeling with GARCH Linear Regression and CAPM Beta Hypothesis Testing and p-Hacking in Finance Returns: Simple, Log and Why It Matters Liquidity Risk and Market Impact Live PnL Attribution: Explaining Daily PnL Model Validation in Practice Expected Shortfall and Why Regulators Moved to It Stress Testing and Scenario Analysis Value at Risk (VaR) HJM and the LIBOR Market Model Short-Rate Models: Vasicek and CIR Hull–White and Calibration Key Rate Duration and Pricing Illiquid Bonds from Futures Minimum-Variance and PCA Hedging with Bond Futures Government Bond Futures: Conversion Factors, CTD and Basis Caps, Floors and Swaptions The Risk-Free Rate Transition: SOFR, €STR, SONIA and TONA Interest Rate Swaps Building the Yield Curve Volatility Smiles and Local Volatility Stochastic Volatility: Heston and SABR Articles