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I. Stochastic Models and Processes
II. Mathematical Tools and Principles
III. Quantitative Finance Applications
IV. Advanced Concepts and Theories
V. Technical Methods and Interpolations
VI. Miscellaneous Quant Topics
VIII. Quant Interview Questions
VII. Data Science and Technology in Finance
Behavorial finance
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MARKET FINANCE
TRADING
BEHAVIORAL FINANCE
QUANTITATIVE FINANCE
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MISSION EXAMPLES
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Blog
I. Stochastic Models and Processes
II. Mathematical Tools and Principles
III. Quantitative Finance Applications
IV. Advanced Concepts and Theories
V. Technical Methods and Interpolations
VI. Miscellaneous Quant Topics
VIII. Quant Interview Questions
VII. Data Science and Technology in Finance
Behavorial finance
Corporate finance
Quizzes
Webinars
The Layman’s Quant Lexicon
Blog
29/06/2024 - Base Correlation simply explained:
29/06/2024 - The role of the Cholesky decomposition in CDO pricing simply explained:
17/06/2024 - The joint probability of default simply explained
17/06/2024 - Le produit du processus de Wiener en termes simples…
10/06/2024 - d₁ expliqué en termes simples
10/06/2024 - La sous-additivité en termes simples
10/06/2024 - Le théorème de Sklar en termes simples
10/06/2024 - N(d2) expliqué en termes simples
10/06/2024 - La discrétisation en termes simples
10/06/2024 - Le lien entre les distributions marginales et les distributions conjointes en termes simples
10/06/2024 - Le temps d’arrêt en termes simples
10/06/2024 - Les fonctions K-Lipschitzienne en termes simples
10/06/2024 - La copule de Gumbel en termes simples
10/06/2024 - La corrélation entre les tranches de CDO en termes simples
10/06/2024 - Le Total Return Swap en termes simples
10/06/2024 - La FVA (funding value adjustment) en termes simples
10/06/2024 - La dérivée de Radon-Nikodym en termes simples
02/06/2024 - Funding Value Adjustment (FVA) simply explained
02/06/2024 - Total Return Swaps simply explained
02/06/2024 - The Art of Avoiding Drawdowns in Trading: Survive, Learn, and Thrive…
11/05/2024 - The Support Vector Machine Algorithm simply explained
11/05/2024 - Lipschitz functions simply explained
11/05/2024 - Double integrals in Finance simply explained
30/04/2024 - LASSO simply explained
26/04/2024 - The joint F-Statistic simply explained
19/04/2024 - Marginal Distributions and Joint Probability simply explained
19/04/2024 - The Fast Fourier Transform (FTT) simply explained
01/03/2024 - The Indicator Function simply explained
28/02/2024 - The correlation in CDO tranches simply explained
21/02/2024 - The « Observer Effect » simply explained
14/02/2024 - Heteroskedasticity and Autocorrelation simply explained
09/02/2024 - The Sklar's Theorem simply explained
07/02/2024 - The Hypercube Concept in Copula Functions simply explained
05/01/2024 - The Gumbel copula simply explained
19/11/2023 - The Wiener Process simply explained
19/11/2023 - The Tower property simply explained
19/11/2023 - Conditional Expectation simply explained
14/11/2023 - Given the stock price process dS(t) = σ dW(t) with initial stock level S(0) and a barrier H such that H > S(0), what is the probability that the barrier is
14/11/2023 - Prove that Y(t) = W(t)^2 - t is a martingale using the Ito lemma
14/11/2023 - Prove that Y(t) = W(t)^2 - t is a martingale.
14/11/2023 - The Constant vs Stochastic Volatility simply explained
14/11/2023 - The dt and dX^2 in a Wiener process simply explained
14/11/2023 - The Volga in option pricing simply explained
14/11/2023 - Choose the appropriate Compound Options
14/11/2023 - Testing your knowledge in stochastic calculus!
14/11/2023 - The random walk simply explained
14/11/2023 - The Longstaff-Schwartz algorithm simply explained
14/11/2023 - Q3: Trading Strategy
14/11/2023 - Q2: Stochastic Calculus
14/11/2023 - The Ito's Lemma simply explained
14/11/2023 - Swaptions and swaps simply explained
14/11/2023 - Caplets simply explained
14/11/2023 - The Subadditivity Principle simply explained
14/11/2023 - N(d2) simply explained
13/11/2023 - How to derive Δ for a Non-Dividend-Paying European Call Option simply explained
13/11/2023 - Give an estimate for an at-the-money call option on a stock without dividends, with low interest rates and near-term expiration.
13/11/2023 - The Probability Density Function (PDF) simply explained
13/11/2023 - d₁ term in Black and Scholes model simply explained
13/11/2023 - Bond convexity simply explained
13/11/2023 - Discretization simply explained
12/11/2023 - The Hull-White model simply explained
12/11/2023 - The Merton model simply explained
11/11/2023 - The Chebyshev's inequality simply explained
11/11/2023 - The option valuation in high Credit Risk scenarios simply explained
10/11/2023 - The Pricing of a Convertible Bonds with a Jump-to-Default Model simply explained
09/11/2023 - The Semi-positive definite (SPD) matrices simply explained
09/11/2023 - The Radon-Nikodym derivative simply explained
09/11/2023 - Eigenvector and Eigenvalue simply explained
09/11/2023 - The Richardson extrapolation simply explained
06/11/2023 - The Chaos Theory simply explained
06/11/2023 - Fractals simply explained
05/11/2023 - The Put-Call Symmetry (PCS) simply explained
04/11/2023 - Mean square hedging process for an exotic option simply explained
03/11/2023 - The difference between Correlation and Dependence structure simply explained
03/11/2023 - The Cheyette model simply explained
01/11/2023 - The Crank-Nicolson Method simply explained
01/11/2023 - The Jacobi method simply explained
01/11/2023 - The Bjerksund-Stensland model simply explained
01/11/2023 - The Kalman Filter simply explained
01/11/2023 - The Vasicek Model simply explained
22/10/2023 - The Cox-Ingersoll-Ross (CIR) model simply explained
21/10/2023 - The SABR (Stochastic-Alpha-Beta-Rho) model simply explained
21/10/2023 - The Fractional Brownian motion (fBm) simply explained
21/10/2023 - The Probability Integral Transform (PIT) simply explained
21/10/2023 - Determinism and Randomness simply explained
12/10/2023 - The Poisson Process simply explained
10/10/2023 - The Fourier Transform simply explained
09/10/2023 - The Multiplication Rules in Stochastic Calculus simply explained
07/10/2023 - The term “almost surely” in stochastic calculus simply explained
06/10/2023 - The relation between Brownian Motion and Quadratic Variation simply explained
06/10/2023 - The volatility adjustment in Geometric Brownian Motion simply explained
05/10/2023 - The martingale simply explained
04/10/2023 - Martingale, Markov, and Brownian Motion simply explained
03/10/2023 - The stopping time simply explained
03/10/2023 - The Ocone martingale simply explained
03/10/2023 - The Log returns simply explained
02/10/2023 - The role of Linear algebra in Finance simply explained
02/10/2023 - The Gaussian Process Regression simply explained
02/10/2023 - The difference between numerical and analytical methods simply explained
01/10/2023 - Cointegration simply explained
30/09/2023 - Copula for pair trading simply explained
24/09/2023 - The role of linear algebra in Finance simply explained
17/09/2023 - The p-value simply explained
17/09/2023 - The reflection principle simply explained
16/09/2023 - Entropy in Finance simply explained
14/09/2023 - Why Cov(W_s, W_t) = min{s, t} simply explained
12/09/2023 - The difference between sigma algebra and a Borel measurable function simply explained
12/09/2023 - The Riemann and Lebesgue integrals simply explained
12/09/2023 - The sigma-algebra simply explained
11/09/2023 - The Fractional Differentiation simply explained
09/09/2023 - Interpolations techniques simply explained
08/09/2023 - The reason why delta is not the probability of an option expiring in the money simply explained
08/09/2023 - The Taylor expansion simply explained
01/09/2023 - The Replicating Portfolio simply explained
26/08/2023 - The intuition behind Numéraire and change of Numéraire
19/08/2023 - The Gamma Neutrality simply explained
19/08/2023 - Greek alphabet
19/08/2023 - Price Action Trading: Intuition or Quantitative?
12/08/2023 - The Pricing of a vanilla interest rate swap simply explained
05/08/2023 - The difference between a martingale vs a semi-martingale simply explained
29/07/2023 - The quadratic variation in finance simply explained
22/07/2023 - Using differentiation to determine future stock prices in layman’s terms….
15/07/2023 - Hedging a Down-and-Out European Call Option Using Put-Call Symmetry (PCS) in layman’s terms…
08/07/2023 - The Black-Scholes partial differential equation simply explained
01/07/2023 - The Moment Generating Function (MGF) simply explained
24/06/2023 - Integration applied to finance simply explained
17/06/2023 - The heat equation and the pricing of exotic options simply explained
10/06/2023 - The risk reversal (RR) and butterfly (BF) in FX markets simply explained
03/06/2023 - The Jensen's inequality simply explained
27/05/2023 - The Lévy Process simply explained
20/05/2023 - The roles of N(d1) and N(d2) in the Black-Scholes model simply explained
13/05/2023 - Nonlinear optimization simply explained
06/05/2023 - The absorbing Markov chain simply explained
29/04/2023 - K-Means clustering simply explained
22/04/2023 - Supervised vs. Unsupervised Machine Learning in Finance simply explained
15/04/2023 - The difference between Brownian motion and geometric Brownian motion simply explained
08/04/2023 - The SDE (stochastic differential equation) simply explained
01/04/2023 - Reverse convertibles simply explained
01/04/2023 - Hedging a sold Knock-Out (KO) option with a Risk Reversal (RR) in layman’s terms…
25/03/2023 - The determinant of a matrix simply explained
18/03/2023 - The Newton-Raphson method simply explained
18/03/2023 - The finite difference method simply explained
11/03/2023 - The Libor market model simply explained
04/03/2023 - Maths in Motion: The Quant's Guide to Finance…
25/02/2023 - The Cholesky decomposition simply explained
25/02/2023 - A Holistic Approach to Mastering Quantitative Finance…
18/02/2023 - The d1 term in BS formula simply explained
11/02/2023 - How to derive the Black-Scholes PDE simply explained
04/02/2023 - The variance of a Brownian motion simply explained
01/02/2023 - The Cubic Spline Interpolation simply explained
15/06/2022 - Le biais d’aversion au risque
20/05/2022 - C’est quoi l’EBE?
14/05/2022 - Quelle différence entre une option d’achat et une option de vente?
03/05/2022 - L’intérêt du covered call
15/03/2022 - Le VIX ou indice de la peur
14/05/2021 - En quoi la détention d'une obligation de société ressemble-t-elle à la vente d'une option de vente ?
31/01/2019 - Comprendre le bilan
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