Re:QuantMath: Financial maths library for risk-neutral prici...
by koolk3ychain on Sunday January 17, 2021 @03:44PM
(#25814764)
What kind of maths are these libraries based on? Always been curious how math is used in finance to build investment strategies / gauge risk.
[ Parent
| on HN ]
Re:QuantMath: Financial maths library for risk-neutral prici...
by arthurcolle on Sunday January 17, 2021 @06:34PM
(#25816404)
Useful reading:
https://en.wikipedia.org/wiki/Mathematical_finance
https://en.wikipedia.org/wiki/Black%E2%80%93Scholes_model
https://en.wikipedia.org/wiki/Valuation_of_options
https://en.wikipedia.org/wiki/Binomial_options_pricing_model
https://en.wikipedia.org/wiki/Replicating_portfolio
Re:QuantMath: Financial maths library for risk-neutral prici...
by koolk3ychain on Sunday January 17, 2021 @09:35PM
(#25817529)
Wow, thanks for putting this together!
Re:QuantMath: Financial maths library for risk-neutral prici...
by arthurcolle on Sunday January 17, 2021 @11:20PM
(#25818092)
Anytime, old sport