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
08entries in this view
⌘K Search by concept, model, instrument or tag.
Frontierresearch
01Rough Volatility
Very low regularity volatility models aligned with observed short-scale behaviour.
Frontierfront-office
02AAD
Adjoint algorithmic differentiation for many sensitivities at near-constant reverse cost.
Frontierresearch
03Differentiable Pricing
Pricing systems designed for gradients across models and parameters.
Frontierresearch
04Machine Learning Surrogates
Fast learned approximations to expensive pricing maps.
Frontierresearch
05Deep Hedging
Learn hedging policies under frictions and non-quadratic objectives.
Frontierresearch
06Neural SDEs
Stochastic differential equations with learned functional components.
Frontierresearch
07Bayesian Calibration
Infer parameter distributions rather than one best-fit point.
Frontierfront-office
08GPU Monte Carlo
Parallel simulation and payoff evaluation on graphics processors.