caldotio


Total Posts: 1 
Joined: Apr 2022 


I recently started to learn about quantitative finance after a class about statistics sparked my interest.
My current goal is to implement a financial model using probabilistic programming and compare the results with the default implementation. Since I am a bit overwhelmed by the number of available models I would really appreciate some breadcrumbs/entry points for further exploration. Optimally the model would rely on a few random variables since that would enable me to formulate the generative model in a more eloquent way!
Thank you in advance! 




I suggest starting with the "standard" models  BlackScholes, and the Merton default model. 

