Quantitative Finance

Financial Modeling - Applying maths to the chaotic world of finance

Explanation under construction

Important topics

Monte Carlo simulation and Random Walk (II)

In the previous post, I employed a very simple random walk model. The stock price model was $S(t+1)=S(t)(1+r)$, where r, the return had a m...
Monte Carlo simulation and Random Walk (I)

I have made an implementation in Excel of the simulation of Gaussian Random Walks with Monte Carlo methods and its applications to the fore...
How to evaluate fixed-income investments

The typical form to evaluate a fixed-income investment is to employ the discounted cash flow analysis to estimate the net present value. Th...
Discounted cash flow analysis - Real Estate

Real Estate Investment evaluation can be done (like almost all investment evaluations) with a discounted cash flow analysis. I have create...

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