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

1. Brownian Motion
2. Brownian Motion with Drift
3. Geometric Brownian Motion
4. Vasicek Model/Process
5. Cox–Ingersoll–Ross process
6. Bessel Processes Part I
7. Bessel Processes Part II
8. Bessel Processes Part III
9. Gaussian Processes

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

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