Junfan Zhu's Blog

Welcome to my blog! An interesting tech blog on Financial Mathematics, Machine Learning, and coding.

About me

Blogs

• 09 Essential Linux
• 08 Stochastic Volatility Modeling - Char 2 Local Volatility - Notes
• 07 Stochastic Volatility Modeling - Char 1 Introduction - Notes
• 06 C++ Design Patterns Derivatives Pricing - Notes
• 05 Machine Learning Algorithmic Trading - Notes
• 04 High-Frequency Finance - Notes
• 03 Grokking System Design - Notes
• 02 Kaggle Course - Notes
• 01 Princeton Algorithm - Notes
• Data Science Practical Guides
• Quant Essential Takeaways

Presentations

• Carr Wu Method for Volatility Surface
• Local Stochastic Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing
• SABR, Hamiltonian Monte Carlo and Nonparametric Time Series on High Frequency Data
• SVI, fPCA and Microstructures of Volatility Modeling

Coursera Learnings

• Coursera Course Certificates - Physical Sciences (24)
• Coursera Course Certificates - Humanities, Arts & Social Sciences (59)
• Coursera Course Certificates - Computer Science (32)