Nippofin

financial computing insights

Expiration Myth

Black-Scholes model is robust near expiration

6 min read · May 15, 2024

2024 · quant derivatives risk-management · Mathnote Technote
Risk Modeling with Monte Carlo

Simulating and managing financial risk

4 min read · May 10, 2024

2024 · quant derivatives risk-management monte-carlo · Technonote Mathnote
Decoding Futures

Put-call parity put to good use

6 min read · April 30, 2024

2024 · quant derivatives fintech · Mathnote Technote
Traders' Lifeline and Downfall

Why implied volatility is crucial for options traders

3 min read · April 26, 2024

2024 · quant derivatives risk-management · Technonote Mathnote
Insuring the Life Insurer

Reinsurance - How insurers bet against themselves

6 min read · April 25, 2024

2024 · quant insurance fintech · Mathnote Technote