QuantFinanceToGoPricing

The Free Roadmap

Seventeen short chapters take you from returns to value at risk. Each one fits on a page, with its formula explained in plain words and questions to test yourself.

17
chapters in five parts
37
questions with worked solutions
29
pages, ready to print
Download the e-book (PDF, 2.9 MB)

PDF, no sign-up and no e-mail needed.

Try the Monte Carlo module for freeTry interview questions for free
Full course
Cover of the e-book Quantitative Finance From Scratch, An intuitive first step into quantitative finance, with a fan of simulated price paths in amber and one path in cyan.

Contents

Part 1

Money and Time

  1. Returns
  2. Interest and Present Value
Part 2

Chance

  1. Expected Value
  2. The Random Walk
  3. The Square Root Rule
  4. The Bell Curve
Part 3

Risk and Reward

  1. Volatility
  2. The Sharpe Ratio
  3. Volatility Drag
Part 4

Mixing Investments

  1. Correlation
  2. Diversification
  3. The Efficient Frontier
  4. Beta and the CAPM
Part 5

Bets, Simulation and Bad Days

  1. The Kelly Criterion
  2. Monte Carlo Simulation
  3. Fat Tails
  4. Value at Risk

Plus a formula sheet with the key formulas of every chapter, a word list and a look at the full course.

Every chapter looks like this

Page 11 of the e-book, chapter 8, The Sharpe Ratio, with its picture, the formula, every symbol explained, the real world and three questions.
  1. 1

    Introduction

    The idea in two sentences and why it matters.

  2. 2

    Intuition

    One clear picture that shows how it works.

  3. 3

    The Math

    The formula with every symbol explained, and the line of Python behind it.

  4. 4

    Real World

    Where quants use it every day.

  5. 5

    Questions

    One to three questions on the chapter in interview style, with worked solutions at the back.