Financial Mathematics

Quantitative finance, option pricing, risk management, and financial modeling

NeuralBlitz 3974cf8 549 B Updated 1 repo stars

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What I do

  • Model financial instruments and markets
  • Price options and derivatives
  • Assess and manage financial risk
  • Apply stochastic methods to finance

When to use me

When working on quantitative finance or financial engineering.

Key Concepts

  • Black-Scholes model
  • Option pricing
  • Risk metrics (VaR, CVaR)
  • Interest rate models
  • Credit risk
  • Portfolio optimization
  • Stochastic control

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