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12/21/2024 - The Cauchy Problem and Its Applications to ODEs and SDEs in Simple Terms
12/20/2024 - The Kernel in Finance Simply Explained
12/20/2024 - Du noyau mathématique à son rôle en finance expliqué simplement
12/20/2024 - Transitioning from Discrete to Continuous in Finance Simply Explained
12/20/2024 - Le passage du discret au continu en termes simples
12/19/2024 - The Runge Phenomenon in Finance Simply Explained
12/19/2024 - Le phénomène de Runge en finance expliqué simplement
12/19/2024 - Understanding Norms and Their Applications in Quantitative Finance Simply Explained
12/19/2024 - La notion de norme en finance quantitative
12/19/2024 - The Role of the Dot Product in Finance Simply Explained
12/10/2024 - The Difference Between Correlation and Tail Dependence in Simple Terms
12/09/2024 - Spectral Analysis in Finance Simply Explained
12/07/2024 - The Confidence Interval in Simple Terms
12/07/2024 - L’erreur standard en termes simples
12/07/2024 - L’intervalle de confiance en termes simples
12/06/2024 - The Maths behind the Doob inequality in Simple Terms
12/06/2024 - The Doob inequality in Simple Terms
12/06/2024 - Essential Inequalities in Quantitative Finance Simply Explained
12/06/2024 - Why Convexity Matters in Finance Simply Explained
10/12/2024 - Maximum Likelihood Method and Liquidity Stress in Simple Terms
10/12/2024 - Méthode du maximum de vraisemblance et stress de liquidité en termes simples
10/06/2024 - "Pricer" un swap de taux vanille en termes simples
10/06/2024 - Pricing a Vanilla Swap (Receive Fixed / Pay Floating) in Simple Terms
10/04/2024 - Ito Calculus in Simple Terms
10/04/2024 - Le Calcul d’Itô en termes simples
10/03/2024 - Séries de Taylor et de Laurent en finance quantitative en termes simples
10/03/2024 - Applications of Laurent and Taylor Series in Finance in Simple Terms
10/02/2024 - Le rôle de la décomposition de Cholesky dans la tarification des CDO expliqué simplement
10/01/2024 - Comprendre la continuité uniforme en termes simples
10/01/2024 - Uniform Continuity in Simple Terms
10/01/2024 - Cauchy Theorem and Derivative Pricing in Simple Terms
10/01/2024 - La preuve d'Euclide : Pourquoi il y a une infinité de nombres premiers en termes simples.
10/01/2024 - Théorème de Cauchy et pricing des dérivés en termes simples
10/01/2024 - Les fonctions indicatrices en termes simples
09/30/2024 - Pricing d'options et transformée de Fourier en termes simples
09/30/2024 - Option Pricing and the Fourier Transform in Simple Terms
09/30/2024 - The Characteristic Function in Simple Terms
09/30/2024 - The Clayton Copula in Simple Terms
09/30/2024 - La copule de Clayton en termes simples
09/29/2024 - Comprendre la Trace de la Matrice de Covariance en Termes Simples
09/29/2024 - The Relationship Between Topology and Quantitative Finance in Simple Terms
09/29/2024 - The Trace of the Covariance Matrix in Simple Terms
09/29/2024 - La relation entre la topologie et la finance quantitative en termes simples
09/29/2024 - Euclid’s Proof: Why There Are Infinitely Many Prime Numbers in Simple Terms
09/27/2024 - The Theory of Optimal Transport and Quantitative Finance in Simple Terms
09/25/2024 - Progression arithmétique vs géométrique des rendements en termes simples
09/25/2024 - Arithmetic vs. Continuous Compounding in Simple Terms
09/23/2024 - Valoriser une swaption en termes simples
09/23/2024 - Swaption Valuation in Simple Terms
09/21/2024 - Sur et sous-performance en termes simples
09/21/2024 - Value Added in Portfolio Management simply explained
09/17/2024 - The Difference Between Pointwise Convergence and Uniform Convergence in Simple Terms
08/28/2024 - Skewness et Kurtosis en termes simples
08/28/2024 - Skewness and Kurtosis in Simple Terms
06/29/2024 - Base Correlation in Simple Terms
06/29/2024 - The Role of the Cholesky Decomposition in CDO Pricing in Simple Terms
06/29/2024 - La corrélation de base en termes simples
06/17/2024 - The Joint Probability of Default in Simple Terms
06/17/2024 - Le produit du processus de Wiener en termes simples
06/17/2024 - La probabilité conjointe de défaut en termes simples
06/10/2024 - Funding Value Adjustment (FVA) in Simple Terms
06/10/2024 - d1 expliqué en termes simples
06/10/2024 - La sous-additivité en termes simples
06/10/2024 - N(d2) expliqué en termes simples
06/10/2024 - Le temps d’arrêt en termes simples
06/10/2024 - Les fonctions K-Lipschitzienne en termes simples
06/10/2024 - La copule de Gumbel en termes simples
06/10/2024 - La FVA (funding value adjustment) en termes simples
06/10/2024 - La dérivée de Radon-Nikodym en termes simples
06/02/2024 - Total Return Swaps in Simple Terms
06/02/2024 - The Art of Avoiding Drawdowns in Trading: Survive, Learn, and Thrive…
06/02/2024 - L'art d'éviter les drawdowns en Trading : Survivre, Apprendre et Prospérer…
06/02/2024 - Le Total Return Swap en termes simples
05/11/2024 - The Support Vector Machine Algorithm in Simple Terms
05/11/2024 - Lipschitz Functions in Simple Terms
05/11/2024 - Double integrals in Finance in Simple Terms
05/11/2024 - L'algorithme des machines à vecteurs de support en termes simples
04/30/2024 - LASSO in Simple Terms
04/26/2024 - The joint F-Statistic in Simple Terms
04/19/2024 - Marginal Distributions and Joint Probability in Simple Terms
04/19/2024 - The Fast Fourier Transform (FTT) in Simple Terms
04/19/2024 - Le lien entre les distributions marginales et les distributions conjointes en termes simples
03/01/2024 - The Indicator Function simply explained
02/28/2024 - The Correlation in CDO tranches in Simple Terms
02/28/2024 - La corrélation entre les tranches de CDO en termes simples
02/21/2024 - The « Observer Effect » in Simple Terms
02/21/2024 - Le principe d'incertitude d'Heisenberg en termes simples
02/14/2024 - Heteroskedasticity and Autocorrelation in Simple Terms
02/14/2024 - Hétéroscédasticité et Autocorrélation en termes simples.
02/09/2024 - The Sklar's Theorem in Simple Terms
02/09/2024 - Le théorème de Sklar en termes simples
02/07/2024 - The Hypercube Concept in Copula Functions in Simple Terms
02/07/2024 - La relation entre concept d’hypercube et copules en termes simple
01/05/2024 - The Gumbel copula in Simple Terms
11/19/2023 - The Wiener Process in Simple Terms
11/19/2023 - The Tower property in Simple Terms
11/19/2023 - Conditional Expectation in Simple Terms
11/14/2023 - 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
11/14/2023 - Prove that Y(t) = W(t)^2 - t is a martingale using the Ito lemma
11/14/2023 - Prove that Y(t) = W(t)^2 - t is a martingale.
11/14/2023 - The Constant vs Stochastic Volatility Simply Explained
11/14/2023 - dt and dx2 in a Wiener Process in Simple Terms
11/14/2023 - The Volga in Option Pricing in Simple Terms
11/14/2023 - Choose the appropriate Compound Options
11/14/2023 - Testing your knowledge in stochastic calculus!
11/14/2023 - The Random Walk in Simple Terms
11/14/2023 - The Longstaff-Schwartz Algorithm in Simple Terms
11/14/2023 - Q3: Trading Strategy
11/14/2023 - Q2: Stochastic Calculus
11/14/2023 - The Ito's Lemma in Simple Terms
11/14/2023 - Caplets in Simple Terms
11/14/2023 - The Subadditivity Principle in Simple Terms
11/14/2023 - N(d2) in Simple Terms
11/14/2023 - The Random Walk in Simple Terms
11/13/2023 - How to derive Δ for a Non-Dividend-Paying European Call Option in Simple Terms
11/13/2023 - Give an estimate for an at-the-money call option on a stock without dividends, with low interest rates and near-term expiration
11/13/2023 - The Probability Density Function (PDF) in Simple Terms
11/13/2023 - Bond Convexity in Simple Terms
11/13/2023 - La fonction de densité de probabilité (PDF) en termes simples
11/13/2023 - Discretization in Simple Terms
11/13/2023 - La convexité d'une obligation en termes simples
11/13/2023 - La discrétisation en termes simples
11/12/2023 - The Hull-White Model in Simple Terms
11/12/2023 - The Merton Model in Simple Terms
11/12/2023 - Le modèle de Merton en termes simples
11/12/2023 - 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’évaluation des options en scénarios de risque de crédit élevé en termes simples
11/11/2023 - L'inégalité de Tchebychev en termes simples
11/10/2023 - Convertible Bond Pricing with a Jump-to-Default Model in Simple Terms
11/10/2023 - Le pricing des obligations convertibles avec un modèle "Jump-to-Default" en termes simples
11/09/2023 - The Semi-Positive Definite (SPD) Matrices in Simple Terms
11/09/2023 - The Radon-Nikodym derivative in Simple Terms
11/09/2023 - Eigenvector and Eigenvalue in Simple Terms
11/09/2023 - The Richardson extrapolation in Simple Terms
11/09/2023 - Vecteur propre et valeur propre en termes simple
11/06/2023 - The Chaos Theory simply explained
11/06/2023 - Fractals simply explained
11/05/2023 - The Put-Call Symmetry (PCS) simply explained
11/04/2023 - Mean square hedging process for an exotic option simply explained
11/03/2023 - Le modèle de Cheyette en termes simples
11/03/2023 - The Difference Between Correlation and Dependence structure in Simple Terms
11/03/2023 - The Cheyette Model in Simple Terms
11/01/2023 - The Crank-Nicolson Method Simply Explained
11/01/2023 - The Jacobi Method in Simple Terms
11/01/2023 - The Bjerksund-Stensland Model in Simple Terms
11/01/2023 - The Kalman Filter in Simple Terms
11/01/2023 - The Vasicek Model in Simple Terms
11/01/2023 - Le modèle de Vasicek en termes simples
10/30/2023 - Copule pour le trading de paires en termes simples
10/22/2023 - The Cox-Ingersoll-Ross (CIR) Model in Simple Terms
10/21/2023 - The SABR (Stochastic-Alpha-Beta-Rho) model simply explained
10/21/2023 - The Fractional Brownian motion in Simple Terms
10/21/2023 - The Probability Integral Transform (PIT) in Simple Terms
10/21/2023 - Determinism and Randomness in Simples Terms
10/12/2023 - The Poisson ProcessThe Richardson extrapolation in Simple Terms
10/10/2023 - The Fourier Transform in Simple Terms
10/09/2023 - The Multiplication Rules in Stochastic Calculus in Simple Terms
10/09/2023 - Les règles de multiplication en calcul stochastique en termes simples
10/07/2023 - The Term “Almost Surely” in Stochastic Calculus in Simple Terms
10/06/2023 - The Relation Between Brownian Motion and Quadratic Variation in Simple Terms
10/06/2023 - The Volatility Adjustment in Geometric Brownian Motion in Simple Terms
10/05/2023 - The Martingale in Simple Terms
10/04/2023 - Martingale, Markov, and Brownian Motion in Simple Terms
10/03/2023 - The Stopping Time in Simple Terms
10/03/2023 - The Ocone martingale in Simple Terms
10/03/2023 - The Log returns in Simple Terms
10/02/2023 - The Gaussian Process Regression in Simple Terms
10/02/2023 - The Difference Between Numerical and Analytical Methods in Simple Terms
10/01/2023 - Cointegration in Simple Terms
10/01/2023 - La cointégration en termes simples
09/30/2023 - Copula for Pair Trading in Simple Terms
09/24/2023 - The Role of Linear Algebra in Finance in Simple Terms
09/17/2023 - The p-Value in Simple Terms
09/17/2023 - Le principe de réflexion en termes simples
09/17/2023 - The reflection principle in Simple Terms
09/16/2023 - Entropy in Finance in Simple Terms
09/14/2023 - Why Cov(W_s, W_t) = min{s, t} in Simples Terms
09/12/2023 - The Difference Between Sigma Algebra and a Borel Measurable Function in Simple Terms
09/12/2023 - The Riemann and Lebesgue Integrals in Simple Terms
09/12/2023 - The Sigma-Algebra in Simple Terms
09/12/2023 - Les intégrales de Riemann et de Lebesgue en termes simples
09/11/2023 - The Fractional Differentiation in Simple Terms
09/11/2023 - La dérivation fractionnaire en termes simples
09/09/2023 - Interpolations Techniques in Simple Terms
09/08/2023 - Why Delta Is Not the Probability of an Option Expiring in the Money in Simple Terms
09/08/2023 - The Taylor Expansion in Simples Terms
09/08/2023 - Le développement de Taylor en termes simples
09/01/2023 - The Replicating Portfolio in Simple Terms
08/26/2023 - The intuition behind Numéraire and change of Numéraire
08/19/2023 - The Gamma Neutrality in Simple terms
08/19/2023 - Greek alphabet
08/19/2023 - Price Action Trading: Intuition or Quantitative?
08/05/2023 - The difference between a martingale vs a semi-martingale simply explained
07/29/2023 - The Quadratic Variation in Finance Simply Explained
07/29/2023 - La variation quadratique en finance expliquée simplement
07/22/2023 - Using differentiation to determine future stock prices simply explained
07/15/2023 - Hedging a Down-and-Out European Call Option Using Put-Call Symmetry (PCS) simply explained
07/08/2023 - The Black-Scholes partial differential equation simply explained
07/01/2023 - The Moment Generating Function (MGF) in Simple Terms
06/24/2023 - Integration applied to finance in Simple Terms
06/17/2023 - The Heat Equation and the Pricing of Exotic Options Simply Explained
06/10/2023 - The Risk Reversal and butterfly in FX markets in Simple Terms
06/10/2023 - Le risk reversal (RR) et le butterfly (BF) in FX markets en termes simples
06/03/2023 - L'inégalité de Jensen en termes simples
06/03/2023 - The Jensen's Inequality in Simple Terms
05/27/2023 - The Lévy Process in Simple Terms
05/20/2023 - The Roles of N(d1) and N(d2) in the Black-Scholes Model Simply Explained
05/13/2023 - Nonlinear optimization simply explained
05/06/2023 - The absorbing Markov chain simply explained
04/29/2023 - K-Means Clustering in Simple Terms
04/29/2023 - L'algorithme des k-means en termes simples
04/22/2023 - Supervised vs. Unsupervised Machine Learning in Finance simply explained
04/15/2023 - The difference between arithmetic Brownian motion and geometric Brownian motion in Simple Terms
04/08/2023 - The SDE (stochastic differential equation in Simple Terms
04/01/2023 - Reverse Convertibles in Simple Terms
04/01/2023 - Hedging a sold Knock-Out (KO) option with a Risk Reversal (RR) in layman’s terms…
04/01/2023 - Le reverse convertible en termes simples
03/25/2023 - The Determinant of a Matrix in Simple Terms
03/18/2023 - The Newton-Raphson Method in Simple Terms
03/18/2023 - The Finite Difference Method in Simple Terms
03/11/2023 - The Libor Market Model in Simple Terms
03/04/2023 - Maths in Motion: The Quant's Guide to Finance…
02/25/2023 - The Cholesky Decomposition in Simple Terms
02/25/2023 - A Holistic Approach to Mastering Quantitative Finance…
02/18/2023 - The d1 Term in Black-Scholes Formula in Simple Terms
02/18/2023 - Le terme d1 dans la formule de Black-Scholes en termes simples
02/11/2023 - How to Derive the Black-Scholes PDE in Simple Terms
02/11/2023 - Comment obtenir l’équation de Black-Scholes en termes simples
02/04/2023 - La variance du mouvement brownien en termes simples
02/04/2023 - The Variance of a Brownian Motion in Simple Terms
02/01/2023 - The Cubic Spline Interpolation in Simple Terms
06/15/2022 - Le biais d’aversion au risque
05/20/2022 - C’est quoi l’EBE?
05/14/2022 - Quelle différence entre une option d’achat et une option de vente?
05/03/2022 - L’intérêt du covered call
03/15/2022 - Le VIX ou indice de la peur
05/14/2021 - En quoi la détention d'une obligation de société ressemble-t-elle à la vente d'une option de vente ?
01/31/2019 - Comprendre le bilan