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.
Foundationsfoundation
01Random Variables
Map uncertain outcomes to measurable numerical values.
Foundationspractitioner
02Brownian Motion
The continuous-time noise behind classical diffusion models.
Foundationspractitioner
03Risk-Neutral Pricing
Value discounted payoffs under a measure that removes risk premia.
Foundationsfoundation
04Bid Ask and Mid
Separate executable sides from the midpoint used for analysis.
Foundationspractitioner
05Market Price vs Model Price
Keep observed quotes separate from calculated fair values.
Foundationspractitioner
06Streaming Quotes and Staleness
Treat market data as a timed state, not a timeless number.
Foundationsfoundation
07Reference vs Real-Time Data
Distinguish official observations, delayed feeds and executable streams.
Foundationspractitioner
08Prediction Market Probabilities
Interpret binary contract prices without treating them as certainty.
Foundationspractitioner
09Prediction Event Market Outcome and Token
Keep event, market, outcome and CLOB token identifiers distinct.
Foundationspractitioner
10Prediction Market Order Books
Read bid, ask, midpoint, spread, depth and imbalance for outcome tokens.
Foundationsfront-office
11Prediction Market Resolution and Negative Risk
Connect settlement rules, oracle resolution and linked mutually exclusive markets.
Foundationspractitioner
12Prediction Market Liquidity Open Interest and Volume
Separate trading activity, outstanding exposure and available book depth.
Foundationspractitioner
13Conditional Expectation
Update expected values using the information currently available.
Foundationspractitioner
14Martingales
Processes whose conditional future value equals their current value.
Foundationspractitioner
15Change of Measure
Reweight probabilities to move between pricing numeraires.
Foundationspractitioner
16Itô Calculus
Differential calculus for stochastic processes with quadratic variation.
Foundationspractitioner
17Monte Carlo
Estimate prices and risk by simulating many model paths.
Foundationspractitioner
18Variance Reduction
Improve simulation precision without merely adding paths.
Foundationspractitioner
19Finite Differences
Approximate derivatives and solve pricing PDEs on a grid.
Foundationspractitioner
20PDE Methods
Translate no-arbitrage dynamics into boundary-value problems.
Foundationsfoundation
21Calibration Basics
Choose parameters that reconcile a model with observed instruments.
Foundationsfoundation
22Interpolation Basics
Estimate values between liquid market pillars without inventing arbitrage.
Foundationspractitioner
23Numerical Stability
Keep computed outputs reliable under finite precision and difficult inputs.