QuantLandi’s Newsletter

Bonds: Yield, Duration and Convexity - Lecture Notes

Pricing mechanics and interest rate risk in fixed income markets

Dec 2 • Alexandre Landi

November 2025

Itô's Lemma — Lecture Notes

From Determinism to Randomness: A Primer on Asset Pricing Models

Nov 6 • Alexandre Landi

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October 2025

Put-Call Parity — Handwritten Notes

From (Stock + Put) to (Call + Bond)

Oct 25 • Alexandre Landi

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Options Fundamentals — Handwritten Notes

A visual introduction to the essential building blocks of options

Oct 17 • Alexandre Landi

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Put-Call Parity — Lecture Notes

From (Stock + Put) to (Call + Bond)

Oct 17 • Alexandre Landi

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Futures Margins and Mechanics — Handwritten Notes

Margin calls and mechanics of futures trading

Oct 10 • Alexandre Landi

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Option Strategies: Straddles — Lecture Notes

Theory, Payoffs, and Python Visualization

Oct 9 • Alexandre Landi

Getting Started with Derivatives — Handwritten Notes

A Hand-Written Introduction to Compounding, Futures, and Options

Oct 6 • Alexandre Landi

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The Greeks — Lecture Notes

Sensitivities in Option Pricing

Oct 5 • Alexandre Landi

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Black–Scholes vs Monte Carlo — Lecture Notes

Comparing two foundational methods for pricing options

Oct 5 • Alexandre Landi

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Black-Scholes for Option Pricing — Lecture Notes

Derivatives and Fixed Income course notes for Quantitative Finance students

Oct 2 • Alexandre Landi

2

September 2025

Options Fundamentals — Lecture Notes

Core mechanics of call and put options through payoff structures at maturity

Sep 24 • Alexandre Landi

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