Borrowed Thoughts is a collection of notes, ideas, and explorations related to mathematical finance, quantitative investing and mathematics along with whatever else happens to catch my interest. The name Borrowed Thoughts is intentional. Very few ideas are truly original, and much of what appears here has been shaped by conversations with friends, mentors, and colleagues, or learned from books, papers, and other resources along the way.
Latest Posts
- Root-Finding Methods 2025-12-21
- Foreign Exchange Option Market Conventions 2025-11-08
What's Next
Regression Models
Interest Rate Derivatives
Volatility Surfaces