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<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="UTF-8">
<meta name="viewport" content="width=device-width, initial-scale=1.0">
<title>QuantFin Hub</title>
<link rel="icon" type="image/jpeg" href="images/scdlds_ashoka_logo.jpeg">
<link rel="stylesheet" href="css/style.css">
<link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/6.5.1/css/all.min.css"
integrity="sha512-DTOQO9RWCH3ppGqcWaEA1BIZOC6xxalwEsw9c2QQeAIftl+Vegovlnee1c9QX4TctnWMn13TZye+giMm8e2LwA=="
crossorigin="anonymous"
referrerpolicy="no-referrer"
/>
</head>
<body>
<nav>
<div class="nav-content">
<div class="logo" onclick="showPage('home')">QuantFin Hub</div>
<ul class="nav-links">
<li><a onclick="showPage('home')">Home</a></li>
<li><a onclick="showPage('intro')">Intro to QuantFin</a></li>
<li><a onclick="showPage('stochastic')">Stochastic Calculus</a></li>
<li><a onclick="showPage('explore')">exSPLOre</a></li>
</ul>
</div>
</nav>
<!-- HOME PAGE -->
<div id="home" class="page active">
<div class="hero">
<div class="hero-content">
<h1>QuantFin Hub @ Ashoka</h1>
<p>
A comprehensive quant finance resource featuring advanced courses and materials in mathematical finance, stochastic calculus, and quantitative methods. Developed under the <b>Safexpress Center for Data, Learning, and Decision Sciences (SCDLDS)</b> at Ashoka University, led by Prof. Sandeep Juneja.
</p>
<div class="card-grid">
<div class="card" onclick="showPage('intro')">
<span class="card-icon"><i class="fa-solid fa-arrow-trend-up" style="color: #ffffff;"></i></span>
<h3>Introduction to Quantitative Finance</h3>
<p>First course in the QuantFin sequence. Featuring curated readings, lecture notes, and assignments.</p>
</div>
<div class="card" onclick="showPage('stochastic')">
<span class="card-icon">∫</span>
<h3>Stochastic Calculus & Mathematical Finance</h3>
<p>Advanced course with lectures on stochastic processes, Itô calculus, and no-arbitrage pricing theory.</p>
</div>
<div class="card" onclick="showPage('explore')">
<span class="card-icon"><i class="fa-solid fa-school" style="color: #ffffff;"></i></span>
<h3>exSPLOre</h3>
<p>Guest Lectures from experts on explorations in Statistics, Probability, Learning and Optimization Research.</p>
</div>
</div>
</div>
</div>
</div>
<div id="intro" class="page">
<div class="content-page">
<!-- PAGE HEADER -->
<div class="page-header">
<h1>Introduction to Quantitative Finance</h1>
<p>
This course is jointly offered by <b>Prof. Sandeep Juneja</b> and <b>Prof. Tushar Jaruhar</b>. It introduces
foundational models and computational techniques used in modern financial markets, with
particular emphasis on implementation and applications to Indian markets.
</p>
</div>
<!-- TWO COLUMN SECTION -->
<div class="two-col">
<div class="section">
<h2><i class="fa-solid fa-book" style="color: #ffffff;"></i>Course Content</h2>
<ul>
<li>Basic interest rates, NPV, and internal rate of return</li>
<li>Fixed-income markets and term structure of interest rates</li>
<li>Portfolio theory and convex optimization review</li>
<li>Markowitz model, market equilibrium, and CAPM</li>
<li>Discrete- and continuous-time models for asset prices</li>
<li>Brownian motion and geometric Brownian motion. Introduction to Itô calculus.</li>
<li>Discrete options pricing and the Black–Scholes formula</li>
<li>Monte Carlo simulation and numerical PDE methods</li>
</ul>
</div>
<div class="section">
<h2><i class="fa-solid fa-graduation-cap" style="color: #ffffff;"></i>Learning Outcomes</h2>
<ul>
<li>Understand core models used in quantitative finance</li>
<li>Apply portfolio theory and asset pricing models</li>
<li>Develop intuition for stochastic processes in finance</li>
<li>Implement computational methods for pricing and risk analysis</li>
<li>Analyze real-world financial data, with emphasis on Indian markets</li>
</ul>
</div>
</div>
<!-- REQUIREMENTS / READING LIST -->
<div class="section">
<h2><i class="fa-solid fa-book-open" style="color: #ffffff;"></i>Requirements & Reading List</h2>
<ul>
<li>Luenberger, D. (2009). <i>Investment Science</i>. Oxford University Press.</li>
<li>Shreve, S. (2005). <i>Stochastic Calculus for Finance I</i>. Springer.</li>
<li>Hull, J. C. & Basu, S. (2016). <i>Options, Futures, and Other Derivatives</i>. Pearson India.</li>
<li>Glasserman, P. (2004). <i>Monte Carlo Methods in Financial Engineering</i>. Springer.</li>
<li>Embrechts, P., Frey, R., & McNeil, A. (2011). <i>Quantitative Risk Management</i>.</li>
</ul>
</div>
<!-- ATTENDANCE -->
<div class="section">
<h2><i class="fa-solid fa-chalkboard-user" style="color: #ffffff;"></i>Attendance Policy</h2>
<ul>
<li>3 excused absences permitted for all students</li>
<li>Additional 3 excused absences permitted for sportspersons</li>
<li>Beyond this, a penalty of 1% per unexplained missed class will apply</li>
</ul>
</div>
</div>
</div>
<!-- STOCHASTIC CALCULUS PAGE -->
<div id="stochastic" class="page">
<div class="content-page">
<div class="page-header">
<h1>Stochastic Calculus & Mathematical Finance</h1>
<p>This is a course for advanced undergraduate and graduate students with an aptitude and interest in quantitative methods. The students will be exposed to no-arbitrage-based deep and beautiful ideas underlying mathematical finance. For this they will get an adequate exposure to stochastic calculus. Stochastic calculus is also relevant for the increasingly mainstream diffusion-based generative AI.</p>
</div>
<div class="info-box">
<p><strong>Course Period:</strong> Monsoon 2025. <b></b></p>
<p><strong>Schedule:</strong> Tuesday & Thursday, 10:10 – 11:40 AM</p>
<p><strong>Mode:</strong> Hybrid (In-person + Online)</p>
<p><strong>Duration:</strong> 40 hours of rigorous lectures + student-led projects</p>
<!-- <p style="margin-top: 1rem;"><a href="https://forms.gle/FX9wtyXqjov8NrgT9" class="cta-button">Register Now</a></p> -->
</div>
<div class="two-col">
<div class="section">
<h2><i class="fa-solid fa-book" style="color: #ffffff;"></i>Course Content</h2>
<ul>
<li>Review of Measure-Theoretic Probability</li>
<li>Martingales & Brownian Motion</li>
<li>Stochastic Calculus & Stochastic Integration</li>
<li>Itô's Formula & Girsanov's Theorem</li>
<li>Stochastic Differential Equations & PDE Connections</li>
<li>Discrete & Continuous-Time Pricing Theory</li>
<li>Stochastic Volatility Models & Interest Rate Models</li>
<li>PDEs in Finance</li>
</ul>
</div>
<div class="section">
<h2><i class="fa-solid fa-graduation-cap" style="color: #ffffff;"></i>Eligibility</h2>
<ul>
<li>Advanced undergraduates & master's-level students</li>
<li>Strong background in Probability, Linear Algebra, and Analysis</li>
<li>Aptitude & interest in quantitative methods</li>
</ul>
</div>
</div>
<div class="section">
<h2><i class="fa-brands fa-youtube" style="color: #ffffff;"></i>Lectures</h2>
<ul>
<li><a href="https://www.youtube.com/watch?v=v68Fx5lsqAs" target="_blank">Lecture 1: Introduction to Derivatives (August 26, 2025)</a></li>
<li><a href="https://www.youtube.com/live/Zme5scN6kF4?feature=shared" target="_blank">Lecture 2: Basic Probability & Discrete Finance (August 28, 2025)</a></li>
<li><a href="https://www.youtube.com/live/LUKuUPhQwW4?feature=shared" target="_blank">Lecture 3: Risk Neutral Measure & Complete Markets (September 2, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=KC-HZLO7ikM" target="_blank">Lecture 4: Measure Theory Overview: Sigma Algebras (September 4, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=FKkJKFXd7sY" target="_blank">Lecture 5: Lebesgue Integral and Convergence (September 9, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=d13G20q3eDM" target="_blank">Lecture 6: Borel-Cantelli Lemma and Relationship Between Convergence Types (September 11, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=jnVLLNjT-Fg" target="_blank">Lecture 7: Law of Large Numbers and Central Limit Theorem (September 16, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=0bimM7MihXo" target="_blank">Lecture 8: Independance and Conditional Expectations (September 18, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=STHBlgmWX5E" target="_blank">Lecture 9: Conditional MCT, DCT and the Tower Property (September 23, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=dh6hE3F02BI" target="_blank">Lecture 10: Properties of Martingale and Stopping Time (September 25, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=rpoEXbgvRhE" target="_blank">Lecture 11: Martingales, Submartingales and Brownian Motion (September 30, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=011R524Gu9o" target="_blank">Lecture 12: Brownian Motion Continued and Reflection Principle (October 14, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=c_SiF1jXSaQ" target="_blank">Lecture 13: Brownian Motion as Gaussian Process & Ito's Integral (October 16, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=O7aSRJ4vqz4" target="_blank">Lecture 14: Ito's Integral Continued (October 23, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=xHjlcf_mZ5c" target="_blank">Lecture 15: General Ito's Formula (October 28, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=tvOeIWYWZKo" target="_blank">Lecture 16: Ornstein-Uhlenbeck (OU) Process and the Black-Scholes Model (October 30, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=S2kgnChPlFY" target="_blank">Lecture 17: Black-Scholes PDE and Girsanov's Theorem (November 4, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=dmtF9g4snOk" target="_blank">Lecture 18: Levy's Theorem, Girsanov's Theorem and Ito's Multivariate Calculus (November 6, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=OYz6Oa1CwrM" target="_blank">Guest Lecture 19: Financial Modelling via compound Poisson Processes (November 11, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=yWVjQWvdZVk" target="_blank">Guest Lecture 20: Introduction to Jump Processes (November 13, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=sRrq8KH5fiw" target="_blank">Lecture 21: Martingale Representation Theorem and Black-Scholes Price Derivation (November 18, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=oFi1lRxfQeI" target="_blank">Lecture 22: Multi-dimensional Market Model (November 20, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=PL2nFrmFZws" target="_blank">Lecture 23: Introduction to Interest Rate Models (November 25, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=gsjkLN7F9o4" target="_blank">Lecture 24: Interest Rate Models Continued (November 27, 2025)</a></li>
<li><a href="https://www.youtube.com/watch?v=kh6OgpqTtlE" target="_blank">Lecture 25: Derivatives Pricing (December 4, 2025)</a></li>
</ul>
</div>
<div class="section">
<h2><i class="fa-brands fa-leanpub" style="color: #ffffff;"></i>Lecture Notes</h2>
<ul>
<li><a href="notes/poster.jpeg" target="_blank">Course Poster</a></li>
<li><a href="notes/Lecture 1.pdf" target="_blank">Lecture 1 & Lecture 2</a></li>
<li><a href="notes/Lecture 3.pdf" target="_blank">Lecture 3</a></li>
<li><a href="notes/lecture 4-5.pdf" target="_blank">Lecture 4 & Lecture 5</a></li>
<li><a href="notes/lecture6.pdf" target="_blank">Lecture 6, Lecture 7 and Lecture 8</a></li>
<li><a href="notes/lecture8.pdf" target="_blank">Lecture 9 & Lecture 10</a></li>
<li><a href="notes/brownian_motion.pdf" target="_blank">Lecture 11, Lecture 12 & Lecture 13</a></li>
<li><a href="notes/ito integral.pdf" target="_blank">Lecture 14 & Lecture 15</a></li>
<li><a href="notes/Back to finance.pdf" target="_blank">Lecture 16, Lecture 17, Lecture 18, Lecture 21 & Lecture 22</a></li>
<li><a href="notes/interest_rate_model (3).pdf" target="_blank">Lecture 23 & Lecture 24</a></li>
<li><a href="notes/interest_rate_derivatives_partially covered.pdf" target="_blank">Lecture 25</a></li>
</ul>
</div>
<div class="instructor-card">
<img src="images/sandeep_juneja.jpg" alt="Prof. Sandeep Juneja" class="instructor-img">
<h3><a href="https://www.linkedin.com/in/sandeep-juneja-937b44b/" target="_blank" rel="noopener noreferrer" class="plain-link">Prof. Sandeep Juneja</a></h3>
<ul>
<li>Professor of Computer Science at Ashoka University. Director, Safexpress Centre for Data, Learning and Decision Sciences</li>
<li>Former Professor at TIFR and IIT Delhi. Former Head of Quantitative Ops (Bank of America, India)</li>
<li>Taught at JP Morgan, Bank of America, Morgan Stanley, Nomura. Consulted with Research Wing of Reserve Bank of India</li>
<li>Research in Applied Probability, Financial Mathematics, Learning Theory</li>
</ul>
</div>
<br>
<div class="instructor-card">
<img src="images/aman_foujdar.JPG" alt="Aman Foujdar" class="instructor-img">
<h3><a href="https://www.linkedin.com/in/amanfoujdar/" target="_blank" rel="noopener noreferrer" class="plain-link">Aman Foujdar</a></h3>
<ul>
<li>Research Assistant under Prof. Juneja at SCDLDS</li>
<li>Interested in Machine Learning, Deep RL, GenAI, Financial Markets</li>
<li>Mathematics & Computer Science at Ashoka University. President of the Ashoka QuantFin Club (AQFC).</li>
</ul>
</div>
</div>
</div>
<!-- EXPLORE 26 PAGE -->
<div id="explore" class="page">
<div class="content-page">
<div class="page-header">
<h1>exSPLOre</h1>
<p>
Explorations in Statistics, Probability, Learning, and Optimization (exSPLOre) is our flagship event featuring lectures from leading experts in the area.
This page presents a curated selection of <b>exSPLOre guest lectures focused on quantitative finance and optimization.</b>
Additional lectures are available on the our <a href="https://www.youtube.com/@scdlds_ashoka/" class="plain-link">YouTube</a>.
</p>
</div>
<div class="section">
<h2>Coming soon...</h2>
</div>
<!-- <div class="section">
<h2>Research Topics</h2>
<ul>
<li><a href="#">Machine Learning in Quantitative Trading</a></li>
<li><a href="#">Deep Learning for Derivatives Pricing</a></li>
<li><a href="#">High-Frequency Trading Strategies</a></li>
<li><a href="#">Climate Risk Modeling in Finance</a></li>
<li><a href="#">Cryptocurrency Market Dynamics</a></li>
<li><a href="#">Algorithmic Market Making</a></li>
</ul>
</div>
<div class="section">
<h2>Student Projects</h2>
<ul>
<li>Portfolio Optimization using Reinforcement Learning</li>
<li>Volatility Surface Modeling with Neural Networks</li>
<li>Credit Risk Assessment using Machine Learning</li>
<li>Market Microstructure Analysis</li>
<li>Options Pricing under Jump-Diffusion Models</li>
</ul>
</div>
<div class="section">
<h2>Advanced Seminars</h2>
<ul>
<li><a href="#">Seminar 1: Rough Volatility Models</a></li>
<li><a href="#">Seminar 2: Quantum Computing in Finance</a></li>
<li><a href="#">Seminar 3: ESG Integration in Quant Strategies</a></li>
<li><a href="#">Seminar 4: Decentralized Finance (DeFi) Mathematics</a></li>
</ul>
</div>
<div class="section">
<h2>Upcoming Events</h2>
<ul>
<li>Workshop: Python for Financial Engineering (TBA)</li>
<li>Guest Lecture: Industry Perspectives on Quant Finance (TBA)</li>
<li>Hackathon: Algorithmic Trading Challenge (TBA)</li>
<li>Panel Discussion: Career Paths in Quantitative Finance (TBA)</li>
</ul>
</div> -->
</div>
</div>
<footer>
<p>This resource is offered with the support of the <a href="https://www.ashoka.edu.in/page/centre-for-data-learning-and-decision-sciences-cdlds/">Safexpress Centre for Data Learning and Decision Sciences</a> and the Ashoka QuantFin Club.</p>
<p> You can email the professor at <a href="mailto:sandeep.juneja@ashoka.edu.in">sandeep.juneja@ashoka.edu.in</a>. For suggestions, reporting bugs, issues, or logistical concerns, contact <a href="mailto:aman.foujdar_ug2023@ashoka.edu.in">aman.foujdar_ug2023@ashoka.edu.in</a>.</p>
</footer>
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