About the Author and Content

Hi, my name is Ivan and I am a double master graduate in Quantitative Finance and in Computer Science. My area of interest lays on the intersection the fields of mathematics, programming and quantitative finance.

Not only I genuinely enjoy reading/learning about interesting topics from these areas, but I also like to share interesting insights and ideas that I encounter.

The content I share here is a way of trying to make available some things that I wish I could read, see, or hear when I was studying, or some things that I just find fascinating and I felt like sharing them.

The topics that will likely be covered are related to

• Probability

• Stochastic Processes

• Programming

• Quantitative Finance

• anything else that I may find worth sharing🙃

Get in touch

Feel free to get in touch with me through any of my accounts or check out my CV:

💼 LinkedIn

🧑🏽‍💻 GitHub

📄 Curriculum Vitae

Past projects

• Master Thesis 2: Application of the Heath-Jarrow-Morton Framework to Pricing Interest Rate Derivatives

• Master Thesis 1: Option Pricing and Hedging under Jump-diffusion model

• The Crane Problem

• AI algorithms

Content to come

• Probability basics

• Probability advanced

• Programming and Data Structures