This is a collection of jupyter notebooks to illustrate the basic concepts of mathematical finance:
Roll Conventions, Day Counters and Schedule Generation
The most important day counters and roll conventions are explained here. This notebook shows how to roll out schedules.
You can learn how to create and work with discount curves including plotting functionality in this notebook. How to bootstrap in a multi-curve framework is explained here.
Equity Forward Curves
Create and work with equity forward curves including plotting functionality here.
Equity Volatility Surfaces
Create and work with equity volatility surfaces here.
A variety of different derivative products from various asset classes are introduced and their pricing is discussed.
- use Title Case for H1 (#) and H2 (##) headers
- use Sentence case for H3 (###), H4 (####) etc. headers (maybe except if only 2 - 3 linked words)
- use snake_case for filenames
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