welcome to Pfadintegral dotCom !
Quantitative finance is a very fascinating and exciting field, which requires many different skill sets ranging from the underlying theories in probability and stochastic calculus to numerical methods and computational techniques. There are numerous excellent books and papers on the theoretical aspects; detailed informations on the implementational issues, however, seem a bit sparse. Here on this web site I want to share some insights gained on my personal journey from theory to running computer code in the realm of quantitative finance.
Active research and developments in quantitative finance reveal different approaches to a specific problem, these approaches in turn might be implemented in many different ways using distinct methods and finally deserve some form of assessment of the synthesized informations. This site is intended as a small repository for code snippets, implemented models and theoretical treatments or literally spoken as a housing platform for my “trajectory of knowledge”.
Theory, Code, Results.
The topics are very selective by now, however, I intend to gradually add more content including topics of more general interest as well. I hope that this site offers you something interesting or useful and thank you for visiting Pfadintegral dotCom.
Enjoy !
— Martin Schmelzle
