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Advent Calendar
Day 1: Compound Interest
Day 2: Time Value of Money
Day 3: Yield Curves
Day 4 : Probability Distributions
Day 5 : Returns
Day 6 : Black Monday
Day 7 : Moving Averages
Day 8 : Normality Testing
Day 9 : Exponential Decay
Day 10: Correlation
Day 11: Normal Sampling
Day 12: Sharpe Ratio
Day 13: Markowitz Efficient Frontier
Day 14 : Capital Asset Pricing Model
Day 15: Random Walk
Day 16: Brownian Motion
Day 17: Geometric Brownian Motion
Day 18: Martingale
Day 19: Discretisation Schemes
Day 20: Orstein-Uhlenbeck Process
Galleries and Source Code
Plots
Black Monday
GBM via Transformation of BM
Brownian Motion
Capital Asset Pricing Model
Compound Effect
Correlation
Pearson Correlation Multiple Pairs
Compounded Interest
Discretisation Schemes
Euler, Milstein Schemes Convergence
Chi Distribution
Exponential Distribution
Log-Normal Distribution
Normal Distribution
Student-t Distribution
Convergence of Compounding to Euler’s Number
Exponential Decay
Geometric Brownian Motion
Markowitz Efficient Frontier
Martingales
Moving Averages
Normality Testing
Ornstein-Uhlenbeck Process
Random Walk
Returns and Log-Returns
Sharpe Ratio
Time Value of Money
Yied Curve
Yied Curve Shapes
Index
