Gorilla Sci website is out now
About Gorilla Sci
The purpose of this site is to distribute the papers, notes, and derivations involved in the practice of quantitative finance. These papers can be found under the Documents heading. We will try to keep these papers up-to-date, adding new markets, models, and methods. But, for obvious reasons, we will not disseminate proprietary methods and results. Nonetheless, we can cover the standard methods and procedures used in practice to price, hedge, and manage risks in the capital markets. The methods shown on this site should enable one to develop competent, professional pricing systems, at least in the markets we cover. Once these methods have been implemented, one may find better, defter methods for handling the risks of specific books.