Home Page#

Notes on quantitative finance, software engineering and AI.

Projects#

Personal Website

How this site is built and published with reST, Sphinx, ABlog and GitHub Pages.

Sphinx ABlog GitHub Pages

Accounting

IFRS, US GAAP and how fair value is defined and measured.

IFRS 13 IFRS 9 Fair value

Regulation

The rules that bear on how banks value positions and control the numbers.

Basel Prudent valuation SOX

XVA

The valuation adjustments applied to derivatives, with coded examples.

CVA FVA KVA

Project management

Waterfall, agile, Scrum and Kanban, PRINCE2 and APM, with an IPV example.

Scrum Kanban PRINCE2

Math

Optimisation, probability and the maths behind the models.

Quant

Markets, pricing, risk and quant interview preparation.

Code

Practical snippets and patterns from day-to-day development.

AI

Models, tokens, context and working with AI coding tools.