Quant Finance

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Note: these ScrollSets were generated by LLMs without extensive human review.

Concepts

id description level
Stock Trading The buying and selling of shares of publicly traded companies Surface
Options Financial instruments that give the buyer the right, but not the obligation, to buy or sell an asset at a predetermined price Surface
Bonds Debt securities issued by entities to raise capital, with a promise to pay back with interest Surface
Forex The market for trading foreign currencies Surface
Black-Scholes A mathematical model for pricing options Basic
CAPM Capital Asset Pricing Model, used to determine the expected return on an asset Basic
Arbitrage The practice of taking advantage of price differences in different markets Basic
Greeks Risk measures for options, including Delta, Gamma, Theta, Vega, and Rho Basic
Stochastic Calculus A branch of mathematics used to model random processes Intermediate
Monte Carlo A statistical technique using random sampling to approximate solutions Intermediate
Volatility Smile A pattern in which options with different strike prices have different implied volatilities Intermediate
Ito's Lemma A key result in stochastic calculus used in the derivation of the Black-Scholes equation Advanced
Brownian Motion A continuous-time stochastic process used to model random movements Advanced
Martingales A class of stochastic processes with specific properties useful in financial modeling Advanced
HJM Heath-Jarrow-Morton framework, a model for the evolution of interest rates Advanced
Malliavin Calculus A branch of mathematics providing tools for differentiating stochastic processes Expert
Levy Processes Stochastic processes with stationary independent increments Expert
Rough Volatility A recent development in financial modeling that captures roughness in volatility paths Expert

Measures

Name Values Coverage Question Example Type Source SortIndex IsComputed IsRequired IsConceptDelimiter Crux
id 18 100% What is the ID of this concept? Stock Trading string 1 false true true
description 18 100% A brief description of the concept in quantitative finance The buying and selling of shares of publicly traded companies string 1.9 false
idLink 18 100% A URL to the wikipedia page for the concept https://en.wikipedia.org/wiki/Trade_(finance) string 1.9 false idLink
level 18 100% The level of complexity of the concept in quantitative finance Surface string 1.9 false