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BOND MATH: A SIMPLE OVERVIEW OF DURATION AND CONVEXITY
As another bank crisis unfolds, good time to learn the most important concepts of bond math: duration and convexity.
DURATION
Duration is a measure of a bond's sensitivity to changes in interest rates: what is the bond... See more
3 minute masterclass on the only "free lunch" in finance.
Taught at MIT by Jake Xia,
With no student debt needed. https://t.co/oZyfHSzZ5R
Goshawk Tradesx.com
Quantum Monte Carlo Algorithm for Aolving Black-Scholes PDE’s for High-Dimensional Option Pricing in Finance & Complexity Analysis https://t.co/qETffafL2Z
More Than You Ever Wanted To Know About Volatility Swaps
Explores volatility and variance swaps, their properties, uses for trading and hedging volatility exposure, and methods for replication and valuation using options, while addressing practical challenges and implications of volatility skews.
emanuelderman.com
