Formation et Conseil experts en finance - Finance Tutoring
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Blog
- 12/07/2025 - Préparer le CFA® (Chartered Financial Analyst): mon histoire, notre méthode
- 12/07/2025 - Le risk reversal en termes simples - CFA 3
- 12/07/2025 - La couverture à variance minimale (MVHR) en termes simples -CFA 3
- 10/07/2025 - La duration empirique en termes simples - CFA 3
- 09/07/2025 - Les fondamentaux de la Directive MiFID II
- 02/04/2025 - Le droit financier en termes simples
- 13/03/2025 - Les perpétuités en finance expliquées simplement
- 13/03/2025 - Perpetuities in Finance Simply Explained
- 07/03/2025 - Comprendre les formules mathématiques Complexes en termes simples
- 07/03/2025 - Les swaps de devises en termes simples
- 07/03/2025 - Currency Swaps in Simple Terms
- 05/03/2025 - The Lévy Process in Simple Terms
- 05/03/2025 - Le modèle de tarification à terme expliqué simplement
- 05/03/2025 - Les rôles de N(d1) et N(d2) dans le modèle de Black-Scholes expliqués simplement
- 05/03/2025 - L'approche de Carr & Madan de valorisation des options, expliquée simplement
- 05/03/2025 - The Carr & Madan Approach to Option Pricing, Simply Explained
- 05/03/2025 - La Hessienne en finance expliqué simplement
- 05/03/2025 - The Hessian in Finance Simply Explained
- 01/03/2025 - La descente de gradient en termes simples
- 01/03/2025 - The Gradient Descent in Simple Terms
- 28/02/2025 - The Cauchy Distribution in Simple Terms
- 25/02/2025 - Le rôle de la loi uniforme en finance expliqué simplement
- 25/02/2025 - The Role of Uniform Law in Finance Simply Explained
- 19/02/2025 - The Forward Pricing Model in Simples Terms
- 19/02/2025 - Le smile de volatilité en termes simples
- 19/02/2025 - Comprendre le Wrong-Way Risk en termes simples
- 18/02/2025 - Understanding Poisson Distribution in Simple Terms
- 18/02/2025 - Comprendre la distribution de Poisson en termes simples
- 16/02/2025 - Understanding Wrong-Way Risk in Simple Terms
- 02/02/2025 - Bootstrapping Spot Rates from Par Rates in Simple Terms
- 02/02/2025 - Extraction des taux spots à partir des taux par en termes simples
- 19/01/2025 - The Volatility Smirk in Simple Terms
- 19/01/2025 - The Volatility Smile in Simple Terms
- 19/01/2025 - Le volatility Smirk en termes simples
- 10/01/2025 - The Role of Matrices in Finance Simply Explained
- 07/01/2025 - The Relation Between Taylor Expansion and Itô's Lemma in Simple Terms
- 25/12/2024 - The Choice of Mathematical Space in Quantitative Finance Simply Explained
- 25/12/2024 - The Role of the Jacobian Matrix in Finance Explained Simply
- 21/12/2024 - The Cauchy Problem and Its Applications to ODEs and SDEs in Simple Terms
- 20/12/2024 - The Kernel in Finance Simply Explained
- 20/12/2024 - Du noyau mathématique à son rôle en finance expliqué simplement
- 20/12/2024 - Transitioning from Discrete to Continuous in Finance Simply Explained
- 20/12/2024 - Le passage du discret au continu en termes simples
- 19/12/2024 - The Runge Phenomenon in Finance Simply Explained
- 19/12/2024 - Le phénomène de Runge en finance expliqué simplement
- 19/12/2024 - Understanding Norms and Their Applications in Quantitative Finance Simply Explained
- 19/12/2024 - La notion de norme en finance quantitative
- 19/12/2024 - The Role of the Dot Product in Finance Simply Explained
- 10/12/2024 - The Difference Between Correlation and Tail Dependence in Simple Terms
- 09/12/2024 - Spectral Analysis in Finance Simply Explained
- 07/12/2024 - The Confidence Interval in Simple Terms
- 07/12/2024 - L’erreur standard en termes simples
- 07/12/2024 - L’intervalle de confiance en termes simples
- 06/12/2024 - The Maths behind the Doob inequality in Simple Terms
- 06/12/2024 - The Doob inequality in Simple Terms
- 06/12/2024 - The Essential Inequalities in Quantitative Simply Explained
- 06/12/2024 - Why Convexity Matters in Finance Simply Explained
- 12/10/2024 - Maximum Likelihood Method and Liquidity Stress in Simple Terms
- 12/10/2024 - Méthode du maximum de vraisemblance et stress de liquidité en termes simples
- 06/10/2024 - "Pricer" un swap de taux vanille en termes simples
- 06/10/2024 - Pricing an Interest Rate Swap in Simple Terms
- 04/10/2024 - Ito Calculus in Simple Terms
- 04/10/2024 - Le Calcul d’Itô en termes simples
- 03/10/2024 - Séries de Taylor et de Laurent en finance quantitative en termes simples
- 03/10/2024 - Applications of Laurent and Taylor Series in Finance in Simple Terms
- 02/10/2024 - Le rôle de la décomposition de Cholesky dans la tarification des CDO expliqué simplement
- 01/10/2024 - Comprendre la continuité uniforme en termes simples
- 01/10/2024 - Uniform Continuity in Simple Terms
- 01/10/2024 - Cauchy Theorem and Derivative Pricing in Simple Terms
- 01/10/2024 - La preuve d'Euclide : Pourquoi il y a une infinité de nombres premiers en termes simples.
- 01/10/2024 - Théorème de Cauchy et pricing des dérivés en termes simples
- 01/10/2024 - Les fonctions indicatrices en termes simples
- 30/09/2024 - Pricing d'options et transformée de Fourier en termes simples
- 30/09/2024 - Option Pricing and the Fourier Transform in Simple Terms
- 30/09/2024 - The Characteristic Function in Simple Terms
- 30/09/2024 - The Clayton Copula in Simple Terms
- 30/09/2024 - La copule de Clayton en termes simples
- 29/09/2024 - Comprendre la trace de la matrice de covariance en termes simples
- 29/09/2024 - The Relationship Between Topology and Quantitative Finance in Simple Terms
- 29/09/2024 - The Trace of the Covariance Matrix in Simple Terms
- 29/09/2024 - La relation entre la topologie et la finance quantitative en termes simples
- 29/09/2024 - Euclid’s Proof: Why There Are Infinitely Many Prime Numbers in Simple Terms
- 27/09/2024 - The Theory of Optimal Transport and Quantitative Finance in Simple Terms
- 25/09/2024 - Progression arithmétique vs géométrique des rendements en termes simples
- 25/09/2024 - Arithmetic vs. Continuous Compounding in Simple Terms
- 23/09/2024 - Valoriser une swaption en termes simples
- 23/09/2024 - Swaption Valuation in Simple Terms
- 21/09/2024 - Sur et sous-performance en termes simples
- 21/09/2024 - Value Added in Portfolio Management simply explained
- 17/09/2024 - The Difference Between Pointwise Convergence and Uniform Convergence in Simple Terms
- 28/08/2024 - Skewness et Kurtosis en termes simples
- 28/08/2024 - Skewness and Kurtosis in Simple Terms
- 29/06/2024 - Base Correlation in Simple Terms
- 29/06/2024 - The Role of the Cholesky Decomposition in CDO Pricing in Simple Terms
- 29/06/2024 - La corrélation de base en termes simples
- 17/06/2024 - The Joint Probability of Default in Simple Terms
- 17/06/2024 - Le produit du processus de Wiener en termes simples
- 17/06/2024 - La probabilité conjointe de défaut en termes simples
- 10/06/2024 - Funding Value Adjustment (FVA) in Simple Terms
- 10/06/2024 - d1 expliqué en termes simples
- 10/06/2024 - La sous-additivité en termes simples
- 10/06/2024 - N(d2) expliqué 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 FVA (funding value adjustment) en termes simples
- 10/06/2024 - La dérivée de Radon-Nikodym en termes simples
- 02/06/2024 - Total Return Swaps in Simple Terms
- 02/06/2024 - The Art of Avoiding Drawdowns in Trading: Survive, Learn, and Thrive…
- 02/06/2024 - L'art d'éviter les drawdowns en Trading : Survivre, Apprendre et Prospérer…
- 02/06/2024 - Le Total Return Swap en termes simples
- 11/05/2024 - The Support Vector Machine Algorithm in Simple Terms
- 11/05/2024 - Lipschitz Functions in Simple Terms
- 11/05/2024 - Double integrals in Finance in Simple Terms
- 11/05/2024 - L'algorithme des machines à vecteurs de support en termes simples
- 30/04/2024 - LASSO in Simple Terms
- 26/04/2024 - The joint F-Statistic in Simple Terms
- 19/04/2024 - Marginal Distributions and Joint Probability in Simple Terms
- 19/04/2024 - The Fast Fourier Transform (FTT) in Simple Terms
- 19/04/2024 - Le lien entre les distributions marginales et les distributions conjointes en termes simples
- 01/03/2024 - The Indicator Function Simply Explained
- 28/02/2024 - The Correlation in CDO Tranches Simply Explained
- 28/02/2024 - La corrélation entre les tranches de CDO en termes simples
- 21/02/2024 - The « Observer Effect » in Simple Terms
- 21/02/2024 - Le principe d'incertitude d'Heisenberg en termes simples
- 14/02/2024 - Heteroskedasticity and Autocorrelation in Simple Terms
- 14/02/2024 - Hétéroscédasticité et autocorrélation en termes simples.
- 09/02/2024 - The Sklar's Theorem in Simple Terms
- 09/02/2024 - Le théorème de Sklar en termes simples
- 07/02/2024 - The Hypercube Concept in Copula Functions in Simple Terms
- 07/02/2024 - La relation entre concept d’hypercube et copules en termes simple
- 05/01/2024 - The Gumbel Copula in Simple Terms
- 19/11/2023 - The Wiener Process in Simple Terms
- 19/11/2023 - The Tower Property in Simple Terms
- 19/11/2023 - Conditional Expectation in Simple Terms
- 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 - dt and dx2 in a Wiener Process in Simple Terms
- 14/11/2023 - The Volga in Option Pricing in Simple Terms
- 14/11/2023 - Choose the appropriate Compound Options
- 14/11/2023 - Testing your knowledge in stochastic calculus!
- 14/11/2023 - The Random Walk in Simple Terms
- 14/11/2023 - The Longstaff-Schwartz Algorithm in Simple Terms
- 14/11/2023 - Q3: Trading Strategy
- 14/11/2023 - Q2: Stochastic Calculus
- 14/11/2023 - The Ito's Lemma in Simple Terms
- 14/11/2023 - Caplets in Simple Terms
- 14/11/2023 - The Subadditivity Principle in Simple Terms
- 14/11/2023 - N(d2) in Simple Terms
- 14/11/2023 - The Random Walk in Simple Terms
- 13/11/2023 - How to derive delta for a Non-Dividend-Paying European Call Option in Simple Terms
- 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) in Simple Terms
- 13/11/2023 - Bond Convexity in Simple Terms
- 13/11/2023 - La fonction de densité de probabilité (PDF) en termes simples
- 13/11/2023 - Discretization in Simple Terms
- 13/11/2023 - La convexité d'une obligation en termes simples
- 13/11/2023 - La discrétisation en termes simples
- 12/11/2023 - The Hull-White Model in Simple Terms
- 12/11/2023 - The Merton Model in Simple Terms
- 12/11/2023 - Le modèle de Merton en termes simples
- 12/11/2023 - Le modèle de Hull-White en termes simples
- 11/11/2023 - The Chebyshev's Inequality in Simple Terms
- 11/11/2023 - Option Valuation in High Credit Risk Scenarios in Simple Terms
- 11/11/2023 - L'inégalité de Tchebychev en termes simples
- 10/11/2023 - Convertible Bond Pricing with a Jump-to-Default Model in Simple Terms
- 10/11/2023 - Le pricing des obligations convertibles avec un modèle "Jump-to-Default" en termes simples
- 09/11/2023 - The Semi-Positive Definite (SPD) Matrices in Simple Terms
- 09/11/2023 - The Radon-Nikodym Derivative in Simple Terms
- 09/11/2023 - Eigenvector and Eigenvalue in Simple Terms
- 09/11/2023 - The Richardson Extrapolation in Simple Terms
- 09/11/2023 - Vecteur propre et valeur propre en termes simple
- 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 - Le modèle de Cheyette en termes simples
- 03/11/2023 - The Difference Between Correlation and Dependence structure in Simple Terms
- 03/11/2023 - The Cheyette Model in Simple Terms
- 01/11/2023 - The Crank-Nicolson Method Simply Explained
- 01/11/2023 - The Jacobi Method in Simple Terms
- 01/11/2023 - The Bjerksund-Stensland Model in Simple Terms
- 01/11/2023 - The Kalman Filter in Simple Terms
- 01/11/2023 - The Vasicek Model in Simple Terms
- 01/11/2023 - Le modèle de Vasicek en termes simples
- 30/10/2023 - Copule pour le trading de paires en termes simples
- 22/10/2023 - The Cox-Ingersoll-Ross (CIR) Model in Simple Terms
- 21/10/2023 - The SABR (Stochastic-Alpha-Beta-Rho) model simply explained
- 21/10/2023 - The Fractional Brownian motion in Simple Terms
- 21/10/2023 - The Probability Integral Transform (PIT) in Simple Terms
- 21/10/2023 - Determinism and Randomness in Simples Terms
- 10/10/2023 - The Fourier Transform in Simple Terms
- 09/10/2023 - The Multiplication Rules in Stochastic Calculus in Simple Terms
- 09/10/2023 - Les règles de multiplication en calcul stochastique en termes simples
- 07/10/2023 - The Term “Almost Surely” in Stochastic Calculus in Simple Terms
- 06/10/2023 - The Relation Between Brownian Motion and Quadratic Variation in Simple Terms
- 06/10/2023 - The Volatility Adjustment in Geometric Brownian Motion in Simple Terms
- 05/10/2023 - The Martingale in Simple Terms
- 04/10/2023 - Martingale, Markov, and Brownian Motion in Simple Terms
- 03/10/2023 - The Stopping Time in Simple Terms
- 03/10/2023 - The Ocone martingale in Simple Terms
- 03/10/2023 - The Log returns in Simple Terms
- 02/10/2023 - The Gaussian Process Regression in Simple Terms
- 02/10/2023 - The Difference Between Numerical and Analytical Methods in Simple Terms
- 01/10/2023 - Cointegration in Simple Terms
- 01/10/2023 - La cointégration en termes simples
- 30/09/2023 - Copula for Pair Trading in Simple Terms
- 24/09/2023 - The Role of Linear Algebra in Finance in Simple Terms
- 17/09/2023 - The p-Value in Simple Terms
- 17/09/2023 - Le principe de réflexion en termes simples
- 17/09/2023 - The Reflection Principle in Simple Terms
- 16/09/2023 - Entropy in Finance in Simple Terms
- 14/09/2023 - Why Cov(W_s, W_t) = min{s, t} in Simples Terms
- 12/09/2023 - The Difference Between Sigma Algebra and a Borel Measurable Function in Simple Terms
- 12/09/2023 - The Riemann and Lebesgue Integrals in Simple Terms
- 12/09/2023 - The Sigma-Algebra in Simple Terms
- 12/09/2023 - Les intégrales de Riemann et de Lebesgue en termes simples
- 11/09/2023 - The Fractional Differentiation in Simple Terms
- 11/09/2023 - La dérivation fractionnaire en termes simples
- 09/09/2023 - Interpolations Techniques in Simple Terms
- 08/09/2023 - Why Delta Is Not the Probability of an Option Expiring in the Money Simply Explained
- 08/09/2023 - The Taylor Expansion in Simples Terms
- 08/09/2023 - Le développement de Taylor en termes simples
- 01/09/2023 - The Replicating Portfolio in Simple Terms
- 26/08/2023 - The Intuition Behind Numéraire and Change of Numéraire Simply Explained
- 19/08/2023 - The Gamma Neutrality in Simple Terms
- 19/08/2023 - Greek alphabet
- 19/08/2023 - Price Action Trading: Intuition or Quantitative?
- 05/08/2023 - The difference between a martingale vs a semi-martingale simply explained
- 29/07/2023 - The Quadratic Variation in Finance Simply Explained
- 29/07/2023 - La variation quadratique en finance expliquée simplement
- 22/07/2023 - Using Differentiation To Predict Future Stock Prices Simply Explained
- 15/07/2023 - Hedging a Down-and-Out European Call Option Using Put-Call Symmetry (PCS) simply explained
- 08/07/2023 - The Black-Scholes partial differential equation simply explained
- 01/07/2023 - The Moment Generating Function (MGF) in Simple Terms
- 24/06/2023 - Integration applied to finance in Simple Terms
- 10/06/2023 - The Risk Reversal and Butterfly in FX markets Simply Explained
- 10/06/2023 - Le risk reversal et le butterfly sur le marché des changes en termes simples
- 03/06/2023 - L'inégalité de Jensen en termes simples
- 03/06/2023 - The Jensen's Inequality in Simple Terms
- 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 in Simple Terms
- 29/04/2023 - L'algorithme des k-means en termes simples
- 22/04/2023 - Supervised vs. Unsupervised Machine Learning in Finance simply explained
- 15/04/2023 - The Difference Between Arithmetic Brownian Motion and Geometric Brownian Motion in Simple Terms
- 08/04/2023 - The stochastic differential equation in Simple Terms
- 01/04/2023 - Reverse Convertibles in Simple Terms
- 01/04/2023 - Knock-Out (KO) Options in Simple Terms
- 01/04/2023 - Le reverse convertible en termes simples
- 25/03/2023 - The Determinant of a Matrix in Simple Terms
- 18/03/2023 - The Newton-Raphson Method in Simple Terms
- 18/03/2023 - The Finite Difference Method in Simple Terms
- 11/03/2023 - The Libor Market Model in Simple Terms
- 04/03/2023 - Maths in Motion: The Quant's Guide to Finance…
- 25/02/2023 - The Cholesky Decomposition in Simple Terms
- 25/02/2023 - A Holistic Approach to Mastering Quantitative Finance…
- 18/02/2023 - The d1 Term in Black-Scholes Formula in Simple Terms
- 18/02/2023 - Le terme d1 dans la formule de Black-Scholes en termes simples
- 11/02/2023 - How to Derive the Black-Scholes PDE in Simple Terms
- 11/02/2023 - Comment obtenir l’équation de Black-Scholes en termes simples
- 04/02/2023 - La variance du mouvement brownien en termes simples
- 04/02/2023 - The Variance of a Brownian Motion in Simple Terms
- 01/02/2023 - The Cubic Spline Interpolation in Simple Terms
- 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?
- 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
