Paper
Optimal Variance Reduction via Multilevel Monte Carlo (MLMC) Methods
Auto Encoding Risk Neutral Model Step by Step Explanation
Why Option Prices Can Be Written as Fourier Integrals
From Implied Volatility Smile to Risk Neutral Density
Calibration of GARCH(1,1) Model from Historical Prices
Derivation of the Duan (1995) GARCH and NGARCH Model Under the Risk-Neutral Measure
CUSUM for Detecting Small Persistent Shifts in a Process Mean
Methods
Derivatives Markets
- Stock Options
Including Exotic Options - Interest Rate Derivatives
Short Rate Model - Credit Derivatives
structural Models and Reduced Models