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Computations in Finance
  • Home
  • About Lech
  • Publications
  • Blog
  • Online Courses
    • Computational Finance
    • Financial Engineering (Interest Rates and xVA)
  • Book
    • Authors
    • Reviews
    • Solutions to Exercises
    • Codes (Matlab and Python)
    • Errata
  • Questions and Answers
    • Computational Finance Volume 1
  • Contact
Computations in Finance
  • Education

Question 4: Can you price options using Arithmetic Brownian motion?

hello fellow quants,Today’s question is:Q4: “Can you price options using Arithmetic Brownian motion?” Best,Lech 1. Can we use the same pricing models for different asset classes?2. How is the money savings account related to a zero-coupon bond?3. What are the…

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  • lech
  • 29 January 2023
  • Education

Question 3: What are the challenges in the calculation of implied volatilities?

hello fellow quants,Today’s question is:Q3: “What are the challenges in the calculation of implied volatilities?” Best,Lech 1. Can we use the same pricing models for different asset classes?2. How is the money savings account related to a zero-coupon bond?3. What…

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  • lech
  • 29 January 2023
  • Education

Question 2: How is the money savings account related to a zero-coupon bond?

hello fellow quants,Today’s question is: Q2: “How is the money savings account related to a zero-coupon bond?” Best,Lech 1. Can we use the same pricing models for different asset classes?2. How is the money savings account related to a zero-coupon…

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  • lech
  • 29 January 2023
  • Education

Question 1: Can we use the same pricing models for different asset classes?

hello fellow quants,Today’s question is: Q1: “Can we use the same pricing models for different asset classes?” Best regards,Lech 1. Can we use the same pricing models for different asset classes?2. How is the money savings account related to a…

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  • lech
  • 29 January 2023
  • Education

Computational Finance Q&A, Volume 1, Introduction

Hello Fellow Quants,I have great news for you: I just completed a series of 30 questions and answers based on the Computational Finance course. These questions are excellent for preparing for an exam or an interview as a Quant in…

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  • lech
  • 29 January 2023
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