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Welcome#

This is a collection of notes exploring a number of topics in Quantitative Finance (QF). The idea is to use Python 🐍to illustrate the theoretical concepts and help you to get a better understanding of each topic.

My aim is to provide an open-source repository where people interested in a career in QF can find these concepts covered in a rigorous manner while keeping the practitioners point of view into consideration.

Contents#

Stochastic Processes

Other Topics

Author#

I am Dialid Santiago, also known as Quant Girl —a mathematician with nine years of experience working as a Quant (short for Financial Quantitative Analyst).

My work focuses on designing and implementing mathematical models to price financial instruments and manage risk across a broad range of asset classes, including Equities, Credit, Commodities, and Rates.

I hold a PhD in Statistics from the University of Warwick, where I spent some amazing years researching non-linear stochastic processes. Prior to that, I earned an M.Sc. in Probability and Statistics and a B.Sc. in Mathematics.

I regularly post here about diverse topics.

Connect with me via:

Note

  • This project is under construction 🦺 and notes will be released on an ongoing basis 🌱

  • If you like this project, please give it a star in GitHub ⭐️

For citation purposes, please use the following BibTeX entry:

@misc{Santiago2024,
  author = {Santiago, Dialid},
  title = {Understanding Quantitative Finance},
  year = {2024},
  publisher = {GitHub},
  journal = {GitHub repository},
  howpublished = {\url{https://quantgirluk.github.io/Understanding-Quantitative-Finance/intro.html}}    
}

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