Volatility & Derivatives
We will introduce in this post stochastic volatility models. They assume that the asset price but also its variance follow stochastic processes. Such models are
August 29, 2024
Test Your Knowledge: Options, Pricing and Risk Management (Series 1)
Category :
November 13, 2023
You will find in this document the results of a series of questions posted on LinkedIn to test your knowledge on Options, Pricing and Risk Management.
You will see that the good answer is not always in line with the majority of the votes!
If you wish to deepen your knowledge on the pricing and the risk management of options, you can have a look at our courses (link).
Save 10% on All Quant Next Courses with the Coupon Code: QuantNextBlog10
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To go further...
Credit Risk Modelling and Management
There are two main families of default models. Structural models, such as the Merton model based on the firm’s assets and liabilities and reduced-form models
July 22, 2024
Probability & Statistics
Monte Carlo is a very flexible numerical method which can model and price complex instruments when other methods can not. But it has the strong
July 16, 2024
