Impact of Excess Kurtosis on Value at Risk

See our interactive Python application that explores the implications of an empirical fact on popular risk metrics.

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Common Random Variables

See our latest article that defines and discusses common random variables in the context of probability, statistics, and simulation.

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ODE's with Finite Differences

See our latest application that explores the application of finite difference methods to solve ODE's.

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ETF Replication

See our latest application that explores ETF replication via portfolio optimization through the lens of common risk and return metrics.

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European Call and Put Option Pricing

See our latest application that explores analytical and simulation pricing of European call and put options.

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