01
Brownian motion and Itô's lemma
How do you do calculus on something nowhere differentiable?
Frontier · Module 11
Quantitative Finance
Where the Mathematics track and this one fully merge. Itô calculus, simulation and the machinery behind modern trading.
By the end of this module
You can read the stochastic-calculus literature and implement a pricing model.
0%0 / 3 complete
02
Monte Carlo methods
What do you do when there is no closed form?
03
Machine learning in markets, honestly assessed
Why do backtests look so much better than live performance?
Primary source★ LandmarkFree
The Probability of Backtest Overfitting ↗Bailey, Borwein, López de Prado & Zhu
Required reading before you trust any backtest, including your own.
Quiz
Not written yet for this module. The lectures above are complete and the module still counts toward your progress.