Advanced Securities Pricing with Monte Carlo Simulations

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Securities Pricing

  • A gentle introduction to stochastic processes
  • The primary stochastic process used in the Black-Scholes model
  • The evaluation of stochastic integrals for deriving the Black-Scholes model
  • Deriving the infamous…


Python and Black-Scholes Pricing for Dynamic Hedges

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Option Portfolios


Researching Algorithmic Trading Signals

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Quantitative Research


A Fast Track Guide to Downloading Twitter Data using Python

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Twitter’s Developer API


Algorithmic Trading System Design Patterns

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Introduction

Establishing a Controller

EClient and EWrapper Classes


A guide to the notion of securities pricing with code

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Introduction


Explanation, Consequences, Papers, Resources, and References

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Equity Portfolio Replication


Quick and concise explanation and computation with code

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Risk Management


Dynamic Greek Hedging in Option Portfolios

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Financial Derivatives: Options

  • S — The price of the underlying asset at time t
  • X — The strike price for the option contract
  • r — The rate of interest…

Roman Paolucci

Quantitative Finance, Mathematics, Artificial Intelligence and Computer Science

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