Numerical Methods in Finance
Numerical methods and their uses in finance.
Factor Analysis vs Principal Component Analysis
This blog will cover the broader view of dimensional reduction techniques - Principal Component Analysis and Factor Analysis with key differences.
Volatility Dispersion
In this blog, I explore the concept of volatility dispersion in detail. We'll cover its key elements, various types, advantages, and limitations, providing a comprehensive understanding of this trading strategy. Additionally, visualizations will be included to illustrate the concepts and help clarify how volatility dispersion works in practice.
Second Order Greeks – Veta and Vomma
The critical roles of Veta and Vomma in options trading. These second-order Greeks offer profound insights into how option Vega changes with time and volatility
Second Order Greeks – Charm and Vanna
Explore the crucial roles of Charm and Vanna in options trading. These second-order Greeks provide deep insights into option delta changes with time and volatility.