User:JohnDalton123/Books/Quant Skills

2017

 * Mathematics
 * Probability
 * Statistics
 * Statistical model
 * Mathematical statistics
 * Mathematical finance
 * Stochastic calculus
 * Stochastic differential equation
 * Numerical analysis


 * Equity Models
 * Factor analysis
 * Principal component analysis
 * High-frequency trading


 * Derivatives
 * Greeks (finance)
 * Implied volatility
 * Volatility smile


 * Options
 * Exotic option
 * Equity derivative
 * Option (finance)
 * Put–call parity
 * Options spread
 * Options strategies


 * Option Pricing
 * Valuation of options
 * Black–Scholes model
 * Lattice model (finance)
 * Binomial options pricing model
 * Trinomial tree
 * Korn–Kreer–Lenssen model


 * Yield Curve Models
 * Yield curve
 * Short-rate model
 * Cox–Ingersoll–Ross model
 * Hull–White model
 * Black–Derman–Toy model


 * Time Series Models
 * Time series
 * Arima
 * Autoregressive conditional heteroskedasticity
 * Ho–Lee model


 * Numerical Solutions to PDEs
 * Finite difference
 * Finite difference methods for option pricing
 * Numerical partial differential equations
 * Stencil (numerical analysis)


 * Monte Carlo
 * Monte Carlo methods in finance
 * Monte Carlo methods for option pricing
 * Variance reduction