Forums  > Pricing & Modelling  > Commonly used financial model with few random variables  
     
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caldotio


Total Posts: 1
Joined: Apr 2022
 
Posted: 2022-04-09 09:40
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!

silverside


Total Posts: 1458
Joined: Jun 2004
 
Posted: 2022-04-14 13:09
I suggest starting with the "standard" models - Black-Scholes, and the Merton default model.

among1


Total Posts: 17
Joined: Apr 2022
 
Posted: 2022-11-11 03:11
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