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
18entries in this view
⌘K Search by concept, model, instrument or tag.
FXfoundation
01FX Spot
The exchange rate for near-immediate delivery between two currencies.
FXfoundation
02FX Forward
A future exchange rate implied by two funding curves.
FXpractitioner
03FX Swap
Exchange currencies now and reverse the exchange later.
FXpractitioner
04Garman-Kohlhagen
Black-Scholes adapted to domestic and foreign interest rates.
FXfront-office
05FX Delta Conventions
Premium-adjusted, forward and spot delta quotation choices.
FXfront-office
06Risk Reversal
Call-minus-put volatility at matched absolute delta.
FXfront-office
07Butterfly
A convexity quote combining wing and ATM volatilities.
FXfront-office
08FX Volatility Smile
Construct an FX smile from ATM, risk reversal and butterfly quotes.
FXfoundation
09Forward Points
Quote the forward-minus-spot adjustment implied by two currencies.
FXpractitioner
10ATM Conventions
Define where at-the-money sits under pair-specific FX rules.
FXpractitioner
11Premium-Adjusted Delta
Account for option premium in the hedge-ratio convention.
FXpractitioner
12Smile Construction
Turn market quote coordinates into a strike-volatility curve.
FXpractitioner
13FX Digitals
Price fixed cashflows conditional on an exchange-rate event.
FXpractitioner
14FX Barriers
Add path-dependent trigger levels to FX option payoffs.
FXpractitioner
15Dual-Currency Notes
Combine fixed-income cashflows with embedded FX optionality.
FXpractitioner
16Quanto Effects
Value an asset payoff translated at a fixed exchange rate.
FXpractitioner
17Triangular Arbitrage
Enforce consistency across three quoted currency pairs.
FXpractitioner
18Cross-Currency Basis
Measure funding dislocations not explained by covered interest parity.