Change of Numeraire

Change of probability measure for Poisson process

Ito's lemma for Poisson Process

Climate Modelling 3: General circulation of the atmosphere

Climate Modelling 2: The atmosphere and the radiation, a combination that makes the magic happen

Climate Modelling 1: Earth's energy budget and the Greenhouse gases' role in keeping us warm!

SABR Model - part 2B (Transformation of PDE)

Black Scholes Delta Simplified Derivation

the Shape of the Geometric Brownian Motion’s distribution

LIBOR Fallback = Adj RFR + Spread

SABR Model - part 2A (Valuation PDE)

SABR Model - part 1

Merton Jump Diffusion Model

Abstract Bayes' Formula and Conditional Expectation

12 Differences between LIBOR and RFRs (alternative reference/risk free rates: SOFR, SONIA,€STR, …)

Simplified: Girsanov Theorem for Brownian Motion (Change of Probability Measure)

Simplified: Change of Probability Measure, and Risk Neutral Valuation

An illustration of Black Scholes’ Delta Hedging

Why is dW^2=dt?

Why is dt^2=0?

Why dWdt=0?

Chain Binomial Model for COVID-19 spread

Brownian motion - Physical intuition

Poisson: Marked, Compound, Compensated, ...

An intuitive explanation the Black Scholes' formula

Some Calculus in Python's Sympy

Which one is riskier: option or stock?

Plotting symbolic functions in Sympy

Algebraic Manipulations in Python's Sympy

Symbolic calculations in Python: An overview of Sympy