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What kind of maths are these libraries based on? Always been curious how math is used in finance to build investment strategies / gauge risk.

• arthurcolle 6y ago
  Useful reading: https://en.wikipedia.org/wiki/Mathematical_finance https://en.wikipedia.org/wiki/Mathematical_finance https://en.wikipedia.org/wiki/Black%E2%80%93Scholes_model https://en.wikipedia.org/wiki/Black%E2%80%93Scholes_model https://en.wikipedia.org/wiki/Valuation_of_options https://en.wikipedia.org/wiki/Valuation_of_options https://en.wikipedia.org/wiki/Binomial_options_pricing_model https://en.wikipedia.org/wiki/Binomial_options_pricing_model https://en.wikipedia.org/wiki/Replicating_portfolio https://en.wikipedia.org/wiki/Replicating_portfolio https://en.wikipedia.org/wiki/Greeks_(finance) https://en.wikipedia.org/wiki/Greeks_(finance) https://en.wikipedia.org/wiki/Delta_neutral https://en.wikipedia.org/wiki/Delta_neutral
  • koolk3ychain 6y ago
    Wow, thanks for putting this together!
    • arthurcolle 6y ago
      Anytime, old sport