Ogan Ozsoy Ph.D.

Musings about Finance, Statistics, Data Science and Python

HOME
CATEGORIES
TAGS
ARCHIVES
ABOUT

Home Tags mean reversion

Tag

mean reversion 1

Understanding Mean Reversion in Rates modeling Dec 27, 2025

Recently Updated

Understanding Mean Reversion in Rates modeling
Feynman-Kac theorem, Green's and Characteristic Functions
Intro to Jump Diffusion Models
Option pricing in a jumpy world
Feynman-Kac Theorem

Trending Tags

options risk interest rates arbitrage derivative pricing value at risk diversification ito calculus jump diffusion models monte carlo simulation

© 2026 Ogan Ozsoy. Some rights reserved.

Using the Chirpy theme for Jekyll.

Trending Tags

options risk interest rates arbitrage derivative pricing value at risk diversification ito calculus jump diffusion models monte carlo simulation

A new version of content is available.