A First Course in Quantitative Finance by Thomas Mazzoni was published a year ago. It provides a thorough analysis of such topics as Local Volatility, derivative pricing via PDEs (and solution of theses PDEs) as well as a good insight of Levy processes. Although it might be too big and too general for the 1st course, it is definitely worth reading as the 1.5* course in quantitative finance. Continue reading "Reading A First Course in Quantitative Finance by Thomas Mazzoni"
Month: June 2019
JuniorDepot16 – Markets Fall but Not Elle’s Wealth
The markets continue falling as the trade war between China and US escalates. But it did not affect Elle's portfolio. Moreover, she has even made some money with an inverse ETF!
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