Tuesday, August 28


Welcome to the Quantitative & Financial Blog

As the title suggests, Quantitative & Financial blog is dedicated to Mathematics, Quantitative Analysis and Financial Modeling. Moreover, you can find here technical articles regarding underlying tools, such as C++, Python, Excel/VBA and others.

For the purposes of this blog, I will be using Python programming language as a basic framework to demonstrate all discussed principles. Python is an object-oriented, dynamically-typed scripting language suitable for rapid application development and prototyping far beyond the borders of financial engineering industry.

This blog doesn't provide nor expect in-depth knowledge of the used tools, just the ability to passively understand scripts. Since the topics are partly or fully related to each other, the comprehensive source codes and full model implementations are typically not included in articles. Instead of this, you can find the self-contained "library" regularly updated at https://github.com/ondrej1234/QuantAndFinancial.