Quantitative Finance Tutorials on YouTube

Chapter 1: Development Environment Setup

Describes how to setup the development tools required to compile and run the code from GitHub.

Chapter 2: Compiling, Configuring and Running the Application

Shows how to download the Java code from GitHub, compile configure and run in IntelliJ. Introduces the mathematical modelling of stock price movements, more in the next tutorials.

Chapter 3: Origins Of Stock Prices SDE

How one can get from observed movements of stock prices to the geometric Brownian motion stochastic differential equation.

Chapter 4: Simulation of Stock Prices and Calculation of Option Value

Way to compute average value of an option by simulating the distribution of stock prices.

Chapter 5: Options Arbitrage and the Replication Technique

Theoretical foundation for arbitraging options using a rebalanced portfolio of stocks and practical (simulated) experiment to see how it works.

Chapter 6: Importing Historical Stocks and Options Market Data

Presents where to get historical market data for stocks and options, for free or a paid subscription and how to import it into the Aquarians database.