Rates & curves
Discounting → OIS → multi-curve → Hull–White → HJM
ACADEMY V2 · MATHEMATICS TO THE DESKLEARN THE MODEL.
LEARN THE MODEL.
CHALLENGE THE HEDGE.
A structured quantitative-finance curriculum linking derivation, Python, interactive state, market practice and macro transmission.
01 · COMPLETE FLAGSHIP TRACK
Volatility
A sequenced path through measurement, option-implied coordinates, surface construction, dynamics, calibration and hedge risk.
12DEEP · DYNAMIC STAGES
01
Measurement and estimatorsRealized volatility
foundation · LAB→02Variance risk premiumRealized vs implied
foundation · LAB→03InversionBlack–Scholes implied volatility
intermediate · LAB→04Strike geometrySmile and skew
intermediate · LAB→05Expiry geometryTerm structure
intermediate · LAB→06Flagship workbenchVolatility surface
front-office · LAB→07State-dependent diffusionLocal volatility
advanced · LAB→08Random varianceStochastic volatility
advanced · LAB→09Affine stochastic varianceHeston
front-office · LAB→10Forward smile dynamicsSABR
front-office · LAB→11Fit, stability, governanceCalibration
front-office · LAB→12Hedge geometryVega, vanna and volga
front-office · LAB→One production-grade track at a time.
Numerical finance
Monte Carlo → schemes → Fourier / COS → PDE
Risk & hedging
Greeks → P&L attribution → VaR / ES → model risk
PRESERVED KNOWLEDGE GRAPH
Explore every concept.
The existing typed catalog remains intact and now sits beneath the sequenced flagship curriculum.
Asset class
23entries in this view
⌘K Search by concept, model, instrument or tag.
EQpractitioner
01Realized vs Implied Volatility
Compare measured return dispersion with option-implied volatility.
EQfoundation
02Equity Forward
Lock a future equity purchase price after funding and dividends.
EQpractitioner
03Black-Scholes
Closed-form European option pricing under lognormal diffusion.
EQpractitioner
04Greeks
Local sensitivities that translate model parameters into hedge language.
EQpractitioner
05Implied Volatility
The volatility input that makes a model reproduce a market option price.
EQpractitioner
06Volatility Smile
Strike-dependent implied volatility at a single expiry.
EQfront-office
07Volatility Surface
Implied volatility across strike and maturity.
EQfoundation
08Call-Put Parity
Connect European calls, puts, forwards and discounting by no-arbitrage.
EQpractitioner
09Dividend Carry
Separate funding and distributions in equity forward value.
EQfoundation
10Historical Volatility
Estimate dispersion from a time series of past returns.
EQpractitioner
11Realized Volatility
Measure variance accumulated over an observed period.
EQpractitioner
12Term Structure
Track implied volatility across option maturities.
EQpractitioner
13Local Volatility
Infer state-dependent instantaneous variance from a vanilla surface.
EQpractitioner
14Stochastic Volatility
Model volatility itself as a random process.
EQfront-office
15Heston
Model variance as a mean-reverting square-root diffusion.
EQfront-office
16SABR
Model forward and volatility jointly for smile dynamics.
EQpractitioner
17Gamma Scalping
Monetise convexity through repeated delta rebalancing.
EQpractitioner
18Variance Swaps
Trade future realised variance against a fixed strike.
EQpractitioner
19Barrier Options
Activate or extinguish payoff when an underlying crosses a level.
EQpractitioner
20Digital Options
Pay a fixed amount when a terminal condition is met.
EQpractitioner
21American Options
Allow exercise before expiry and introduce an optimal stopping problem.
EQpractitioner
22Early Exercise
Compare continuation value with immediate exercise value.
EQpractitioner
23Volatility Arbitrage
Express relative-value views across implied and realised volatility.