/categories/finance/ Recent content in Finance on Home Hugo en ©Dialid Santiago 2025 Tue, 05 Mar 2024 00:00:00 +0000 /blog/lecture-kcl-2024/ Tue, 05 Mar 2024 00:00:00 +0000 /blog/lecture-kcl-2024/ <p>Last week, I had the privilege of delivering an expert lecture at <a href="https://www.kcl.ac.uk" target="_blank" rel="noopener">King&rsquo;s College London</a> to MSc students enrolled in the <a href="https://www.kcl.ac.uk/study/postgraduate-taught/courses/computational-finance-msc" target="_blank" rel="noopener">Computational Finance</a> program. This year, I opted for an extended session, spanning 2 hours instead of the usual 1, allowing us to delve deeper into a technical subject. We focused on the Longstaff Schwartz algorithm for pricing American options, thoroughly exploring its mathematical formulation, along with a practical demonstration of its implementation in Python. 🐍</p> /project/uqf/ Sat, 15 Jul 2023 00:00:00 +0000 /project/uqf/ <h3 id="overview">Overview <a href="#overview"><svg class="anchor-symbol" aria-hidden="true" height="26" width="26" viewBox="0 0 22 22" xmlns="http://www.w3.org/2000/svg"> <path d="M0 0h24v24H0z" fill="currentColor"></path> <path d="M3.9 12c0-1.71 1.39-3.1 3.1-3.1h4V7H7c-2.76.0-5 2.24-5 5s2.24 5 5 5h4v-1.9H7c-1.71.0-3.1-1.39-3.1-3.1zM8 13h8v-2H8v2zm9-6h-4v1.9h4c1.71.0 3.1 1.39 3.1 3.1s-1.39 3.1-3.1 3.1h-4V17h4c2.76.0 5-2.24 5-5s-2.24-5-5-5z"></path> </svg></a> </h3> <p>This is a collection of notes exploring a number of topics in Quantitative Finance (QF). The idea is to use Python 🐍to illustrate the theoretical concepts and help you to get a better understanding of each topic.</p> <p>My aim is to provide an open-source repository where people interested in a career in QF can find these concepts covered in a rigorous manner while keeping the practitioners point of view into consideration.</p>