Quantitative Qualitative Estimation QQE — Indicator by KivancOzbilgic

Approximating an SDE for Volatility Estimation

Volatility: Meaning in Finance and How It Works With Stocks

Stochastic Modeling: Definition, Uses, and Advantages

Measuring Investment Volatility: Simplified Methods Using the Historical Approach

yourquant_rick on Instagram: "What if you could step into a parallel universe where the math is simpler? That’s basically what Girsanov’s Theorem does in finance. It lets quants swap the messy real-world drift (µ) for the risk-free rate (r), creating the risk-neutral measure. This “measure change” underpins risk-neutral pricing, Black-Scholes, and advanced models in stochastic volatility & fixed income. In short: it’s the math that lets finance move between universes without breaking arbitrage.

yourquant_rick on Instagram: "Chapter 8 of Frequently Asked Questions in Quantitative Finance by Paul Wilmott zeroes in on one of the most famous formulas in finance: the Black-Scholes option pricing model. Developed in the 1970s, it gave quants a revolutionary way to calculate the “fair” price of an option using volatility, interest rates, time to maturity, and the stochastic behavior of the underlying asset. It quickly became the industry standard—the E=mc² of quantitative finance. But Wilmott