Quantitative Finance
Courses
Pricing, Greeks, risk, and hedging with working code.
Content for this course is still being written. For now, explore the skill map below — every node links to its full page.
Skill map
Each node is a skill; an arrow means "learn this first." Deep-dive links go to the full pages.
Mean-Variance…
Markowitz efficient frontier from the covariance matrix.
content coming soon
deep dive ↓Mean-Variance Portfolio Optimization
Black-Scholes…
Risk-neutral pricing and the closed-form option formula.
content coming soon
deep dive ↓Black-Scholes Model
Kelly Criterion…
The bet size that maximizes log-wealth growth.
content coming soon
deep dive ↓Kelly Criterion and Position Sizing
Monte Carlo Pricing…
Average discounted payoffs over simulated paths.
content coming soon
deep dive ↓Monte Carlo Option Pricing
Greeks & Hedging…
Delta/gamma/vega and replication by rebalancing.
content coming soon
deep dive ↓Greeks and Delta Hedging
Implied Volatility…
Invert the price to back out the market vol.
content coming soon
deep dive ↓Implied Volatility
Stochastic Volatility…
Coupled SDEs for spot and variance (Heston).
content coming soon
deep dive ↓Heston Stochastic Volatility Model