Returns

Discrete returns

Continuous returns

Discrete VS continuous

Expected return

Volatility

VaR

FX risk

Market data example

Random paths

Risk-neutral measure

Martingales

Integrals

Stochastic differential equations

Brownian motion

Itô process

Geometric Brownian motion

Black-Scholes

Monte Carlo

MC definition

Option pricing

Wealth planning

Optimization

Theory

Linear programming

Linear programming for portfolio optimization

Modern portfolio theory

Quadratic programming

Algorithmic trading

Backtesting

Statistical arbitrage

VIX patterns

Dynamic programming

Technical indicators

Products

Bonds

Options

Structured products

Valuation

Financial ratios

Sources:

• Martingales pour la finance, Christophe Giraud
  
• Monte Carlo Methods in Financial Engineering, Paul Glasserman
  
• Machine Learning for Algorithmic Trading, Stefan Jansen
  
• Options, futures, and other derivatives, John C. Hull
  
• Paris Dauphine courses
  
• Wikipedia
  
• ChatGPT