This repository contains a collection of research articles, modelling experiments, and code‑driven projects in quantitative finance. Each piece focuses on a specific concept or technique, presented in a concise and accessible format. Topics include areas which are aligned with my academic work and personal interest in quantitative finance.
The aim of this blog is to build a consistently updated portfolio that demonstrates practical engagement with mathematical finance, numerical methods, and computational modelling. Notes are written in Markdown and/or PDF format, with accompanying code where relevant.
The Black-Scholes Series
Articles No.1-5 explore the foundational principles, derivation and intuition of the Black-Scholes model.
The Sharpe Ratio Series
Articles No.6-7 explore the Sharpe ratio in practice, from evaluating single assets to constructing more efficient, diversified portfolios.
This repository serves as a space to document my independent learning, explore quantitative ideas beyond formal coursework, and develop a clear, reproducible record of modelling work. It reflects my ongoing commitment to building knowledge in quantitative finance and computational methods.