Sublime
An inspiration engine for ideas
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
This series is hands down the best introduction to Quant Finance I’ve seen.
From the fundamentals of derivatives, to a large collection of incredible case studies-
This is where I believe you can develop a great understanding of the field. https://t.co/ridf2cPHB3
Value at risk models from MIT (yes, *that* MIT).
Grab the 115 slide PDF here: https://t.co/oHyu2QHU0D
Applied Value Investing: The Practical Application of Benjamin Graham and Warren Buffett's Valuation Principles to Acquisitions, Catastrophe Pricing and ... Execution (McGraw-Hill Finance & Investing)
amazon.com
A First Course in Quantitative Finance by Thomas Mazzoni https://t.co/JolY5ZKdR4