caldotio
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| Total Posts: 1 |
| Joined: Apr 2022 |
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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!
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| I suggest starting with the "standard" models - Black-Scholes, and the Merton default model. |
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among1
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| Total Posts: 18 |
| Joined: Apr 2022 |
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among1
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| Total Posts: 18 |
| Joined: Apr 2022 |
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herrty
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| Total Posts: 2 |
| Joined: Mar 2023 |
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