Financial Concepts
Interactive tools demonstrating quantitative finance, derivatives, and portfolio management.
Black-Scholes
Options pricing model. Calculate fair call/put values.
DerivativesMonte Carlo
Portfolio simulation. See 1,000 possible futures.
Quantitative FinanceEfficient Frontier
Optimal risk-return portfolios. Modern portfolio theory.
Portfolio TheoryOption Greeks
Delta, Gamma, Theta, Vega, Rho sensitivities.
DerivativesValue at Risk
VaR calculator. Estimate potential losses.
Risk ManagementSharpe Ratio
Risk-adjusted returns. Measure performance quality.
Risk-AdjustedBond Pricing
Present value of coupon payments + principal.
Fixed IncomeDCF Valuation
Discounted cash flow. Intrinsic value.
ValuationCAPM
Capital Asset Pricing Model. Expected returns.
Portfolio TheoryMax Drawdown
Peak-to-trough decline. Tail risk measure.
Risk MetricsBinomial Options
CRR binomial tree pricing model.
DerivativesImplied Volatility
Back-solve volatility from market prices.
VolatilityMoving Averages
SMA vs EMA. Trend following indicators.
Technical AnalysisDuration & Convexity
Interest rate sensitivity of bonds.
Fixed IncomeOptions Strategies
Straddles, spreads, iron condors.
DerivativesDividend Discount
Gordon growth model. Dividend valuation.
ValuationSortino Ratio
Downside risk-adjusted returns.
Risk-AdjustedKelly Criterion
Optimal bet sizing for growth.
Position SizingBeta Calculator
Systematic risk calculation.
Risk MetricsCorrelation Matrix
Asset correlation visualizer.
Portfolio TheoryPension Calculator
401k/IRA future value projections.
Retirement