Advanced Securities Pricing with Monte Carlo Simulations

Photo by Shot by Cerqueira on Unsplash

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

Photo by Egor Kamelev from Pexels

Option Portfolios

With Real Strategies Developed by Quantitative Research

Photo by Stone Wang on Unsplash

Quantitative Research

Researching Algorithmic Trading Signals

Photo by Carlos Oliva from Pexels

Quantitative Research

A Fast Track Guide to Downloading Twitter Data using Python

Photo by from Pexels

Twitter’s Developer API

Algorithmic Trading System Design Patterns

Photo by Jakub Novacek from Pexels


Establishing a Controller

EClient and EWrapper Classes

A guide to the notion of securities pricing with code

Photo by Castorly Stock from Pexels


Explanation, Consequences, Papers, Resources, and References

Photo by Alex Azabache from Pexels

Equity Portfolio Replication

Quick and concise explanation and computation with code

Photo by Pixabay from Pexels

Risk Management

Roman Paolucci

Quantitative Finance, Mathematics, Artificial Intelligence and Computer Science

Get the Medium app

A button that says 'Download on the App Store', and if clicked it will lead you to the iOS App store
A button that says 'Get it on, Google Play', and if clicked it will lead you to the Google Play store