Understanding Quantitative Finance

This is a collection of notes exploring a number of topics in Quantitative Finance (QF). The idea is to use Python 🐍to illustrate the theoretical concepts using visualizations 📊 which help us to get a better understanding of each topic.

My aim is to provide an open-source repository where people interested in a career in QF can find these concepts covered in a rigorous manner while keeping the practitioners point of view into consideration.

Content

Part I. Stochastic Processes

• Brownian Motion
• Brownian Motion with Drift
• Geometric Brownian Motion
• Vasicek Model/Process
• Cox–Ingersoll–Ross process
• Bessel Processes Part I
• Bessel Processes Part II
• Bessel Processes Part III
• Gaussian Processes

{note}
This project is under construction 🦺 and new content will be added on a regular basis 🌱

You can visit the current version here: Understanding Quantitative Finance Website

If you like this project, please give it a star ⭐️

Thanks for Visiting! ✨

Connect with me via:

• 🦜 Twitter
• 👩🏽‍💼 Linkedin
• 📸 Instagram
• 👾 Personal Website