Proof : Geometric Brownian Motion
We will derive the closed form of the Geometric Brownian Motion with Itô's lemma.
Tom J. Espel
Proof : Black Scholes Merton Equation
The proof of the Black Scholes and Merton partial differential equation for options is one of the most likely to be asked in any interview in Quantitative Finance. Let's go through it together.
Memo : Performance Measures
There are different performance estimators that are industry-standard for assessing how a portfolio works. This is not an exhaustive list, but these are the four I believe are the most useful. All the measures presented below use historical data; they are referred to as ex-ante.
Option Basics: Styles, Put-Call Parity and Greeks
Options are a common topic in mathematical finance. Beyond the Black Scholes Merton Equation, it is good to know some basics about options as a product.
Bulls and Dragons
Positive inflation data was released in the US. Chinese stock markets reopened with strong enthusiasm.
Turmoil Ahead
An escalation in the Middle East triggers volatility in global markets. Hong Kong stocks up on positive sentiment.