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
22entries in this view
⌘K Search by concept, model, instrument or tag.
IRfoundation
01Discount Factors
Present value of one unit of currency paid at a future date.
IRfoundation
02Zero Rates
Single-period rates implied by discount factors.
IRfoundation
03Forward Rates
Rates implied today for borrowing over a future interval.
IRpractitioner
04Yield Curves
Term structures linking maturity to discounting or yield.
IRpractitioner
05OIS
Fixed-versus-compounded overnight indexed swaps.
IRpractitioner
06FRAs
Contracts fixing a future simple interest rate.
IRpractitioner
07Interest Rate Swaps
Exchange fixed coupons for floating-rate cashflows.
IRfront-office
08Curve Bootstrapping
Solve discount factors sequentially from market instruments.
IRfoundation
09Day Count Conventions
Convert calendar dates into contractual accrual fractions.
IRpractitioner
10Compounding Conventions
Translate rates consistently across simple, periodic and continuous forms.
IRpractitioner
11Multi-Curve Framework
Separate discounting from tenor-specific projection curves.
IRpractitioner
12DV01
Measure value change for a one-basis-point rate shift.
IRpractitioner
13Key-Rate Duration
Allocate curve sensitivity to selected maturity nodes.
IRpractitioner
14Carry and Rolldown
Decompose expected horizon P&L with an unchanged curve.
IRpractitioner
15Caps
Limit floating-rate payments through a strip of caplets.
IRpractitioner
16Floors
Protect minimum floating-rate receipts through floorlets.
IRpractitioner
17Swaptions
Grant the right to enter an interest-rate swap.
IRpractitioner
18Short-Rate Models
Model the instantaneous funding rate to generate a term structure.
IRpractitioner
19Hull-White
Use a mean-reverting Gaussian short rate fitted to today’s curve.
IRfront-office
20LMM
Model a family of market forward rates under linked measures.
IRpractitioner
21Convexity Adjustments
Correct linear forward intuition when payoff and discounting are nonlinear.
IRpractitioner
22Negative Rates
Handle rate distributions and quotation when strikes can cross zero.