Try out the equity derivatives quiz 
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Home Deltaquants is an online resource for the equity derivatives world. We are developing C++ based Xll libraries that can be downloaded for free from the "Quant Libraries" section. We are at same time uploading a lot of articles (check the Learning zone section) which we think should be helpful to anyone who wants to dig into the equity derivatives world. For comments and feedback please write to us at contactus@deltaquants.com or feedback@deltaquants.com.
Learning Zone
May 21, 2015 Equity derivatives quiz
May 13, 2015 Online Black Scholes Option Calculator (html 5 version)
Click on the following link to access it. Read more
March 24, 2012 Understanding Equity Accumulators
payoff and risks of equity accumulators Read more
November 24, 2011 Introduction to risks in CPPI products
This article introduces CPPI products. Read more
News & Updates
May 11, 2010 Synopsis - Schedules and business calendar
Ok. We'll be try to list payoffs for some of the most commonly traded products in the market today Read more
March 20, 2010 Heston stochastic volatility model - Calibration
Implementation for Heston stochastic volatility model. Read more
March 15, 2010 Synopsis - Heston volatility model library
Implementation for Heston stochastic volatility model. Read more
Learning Zone - Articles
- Equity derivatives quiz
- Online Black Scholes Option Calculator (html 5 version)
- Understanding Equity Accumulators
- Introduction to risks in CPPI products
- Introduction to Martingales and Markov processes
- An introduction to the gamma risk
- Risk analysis of Lookback options
- Volatility - Sticky strike vs Sticky delta
- Risk analysis of Cliquets
- Risk analysis of Autocallable notes
- Risk analysis of Shark notes
- Risk analysis of Worst-Of and Best-Of options
- Quanto, Composites and FX market derivatives
- Local volatility is inappropriate for Cliquets
- Managing risks of Digital payoffs - Overhedging
- Payoff catalog for some of the most commonly traded Equity Exotics Structured products
- Mountain Range Options
- Manipulating correlation matrices
- Gaussian Quadrature - Gauss Legendre Integration
- Day count conventions described
- Greeks for common Option strategies
- Revision sheet for Equity Derivatives
- Sobol sequence simplified
