Quantitative Finance

American Call and Put Option
Asset Allocation
Basic Option Trading Strategies
Binary Options Pricing and Greeks
Binomial Tree
Bond Pricing
Brownian Bridge
Chooser Options
Early Excercise of American Options
European Option Prices and Greeks in 3D
Expected Returns of the Dow - Industrials Beta Model
Expected Returns of the Dow - Industrials Fama French Model
Expected Utility Optimal Asset Investment
Expected Utility Optimal Insurance
Exploring the Black Scholes Formula
Hedging the Black Scholes Call Option
Implied and Local Volatility Dynamics in the SABR Model
Implied Volatility in Merton's Jump Diffusion Model
Interest Rate Swap
Macauly Duration
Merton's Jump Diffusion Model
Net Present Value
Option Prices in the Kou Jump Diffusion Model
Price-Yield-Curve
Pricing Power Options in the Black Scholes Model
Random Simulation of a Financial Portfolio
Simple versus Compound Interest
Term Structure of Interest Rates
The Itô Integral and Itô's Lemma
Three Asset Efficient Frontier
Two Asset Markowitz Feasible Set
Volatility Surface in the Heston Model
Yield Spot and Forward Curves