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