This site is for students and professionals, who have introductory knowledge of quantitative finance, and would like to deepen their understanding of the mathematical finance concepts and techniques in preparation for more advanced study or a career in quantitative modelling, trading, or risk management. Our aim is to fill, to some extent, the huge gap that exists between the scope of the introductory texts (and courses!), and the level of understanding required to follow the advanced literature or to excel in a quant professional role.
Everyone learns differently, and prefers different methods and mediums, and the preferences change with the time of the day! However, we hope you will find something useful on this site or on our Youtube site .
- Maybe you prefer reading through a step by step derivation of a formula such as the Black Scholes or the Hull-White model .
- Maybe you prefer studying the variables comprising a formula such as the price of European Option , and visualising how the result varies with the inputs.
- Or maybe you prefer watching videos explaining the derivation of Heston stochastic volatility model PDE or explaining the Girsanov theorem
But whatever medium you choose, we will encourage you to implement the techniques yourself and repeat the derivations - otherwise these concepts will escape from the memory in no time!
Finally, a few things before your crack that Black-Scholes:
- We are always looking for feedback to improve the site. If you spot an error/omission/bug, or you think something could be improved or should be added, please do let us know as without your help, this site will just be what it is, maybe with just fewer bugs!
- We hope to make the site available for free for the foreseeable future to help as many finance students and professionals as possible.
- Almost all the formulae that you will see on this site have been derived thousands of times before, but to the best of our knowledge, no single source includes all the formulae and their derivation with as many steps as we chose to include.
We hope you enjoy your interactions with QuantPie as much as we enjoyed building it, and we look forward to your feedback and suggestions. You can reach us at email quantpie.