Essential concepts for quant trading, research, and interviews — explained clearly.
40
Concepts
7
Categories
2 concepts
Stochastic calculus extends classical calculus to handle random processes, providing the mathematical foundation for derivatives pricing models like Black-Scholes and modern quantitative finance.
Brownian motion (Wiener process) is the continuous-time random process that models the random component of asset price movements and is the foundation of the Black-Scholes model and stochastic calculus.
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