VIII. Quant Interview Questions · 14. November 2023
Does the derivative dWt/dt exist, where Wt is a Brownian Motion? 1. Yes, it exists, and it's a fundamental concept in stochastic calculus. 2. No, it doesn't exist, and I'm curious to know why! 3. I really don't know – let's explore this together! Cast your vote and share your thoughts in the comments below! Let's unravel the mysteries of stochastic calculus together. #QuantitativeFinance #StochasticCalculus #BrownianMotion #Derivative #FinancialMath #QuantitativeAnalysis #FinanceEducation...
II. Mathematical Tools and Principles · 12. September 2023
Dive into the Riemann-Lebesgue universe! While Riemann uses vertical x-axis slices, Lebesgue opts for horizontal y-axis ones. Face "jumpy" functions? Lebesgue's your hero! In finance's erratic realm, it crafts robust models, reflecting market quirks. Harness math to navigate financial storms! #RiemannVsLebesgue #QuantitativeFinance 📈📊🔣📉
II. Mathematical Tools and Principles · 22. July 2023
Differentiation helps forecast future stock prices. The equation dS/dt = μ * St indicates that a stock's price change is linked to a "drift" rate, μ. By adjusting and solving this equation, we get St = S₀ * e^(μt), a formula that predicts a stock's growth over time based on this drift. It's a mathematical way to gauge how stock prices evolve. #StockPricePrediction #Differentiation #FinancialModeling #DriftRate.
II. Mathematical Tools and Principles · 24. June 2023
Integration in finance is like piecing together a puzzle of market changes. Instead of analyzing each tiny change individually, integration sums it all up, giving a clearer overall picture. Think of predicting a concert ticket price: integration takes into account past prices, demand, and unexpected surges in popularity. It simplifies the complex financial landscape by aggregating vast data, helping experts make informed decisions. #FinancialIntegrationExplained