The Delta Donut

My personal page for uploading everything data and dollars. I try to deconstruct derivatives, one smart article a time. I also post articles probability related or more general finance.

Enjoy!

Articles

Articles I write after reading more about specific topics, articles also include references and further readings for more advanced or related topics.

Structured Notes: A Primer

A brief introduction to structured notes, how they're packaged, the types, pricing methods and more.

Structured Products Hybrids Primer
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Exotic Options: Beyond Vanilla

A brief introduction to exotic options, their types and how they differ from vanilla options.

Derivatives Exotics
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Volatility Arbitrage: A Primer

A simple primer about volatility and different arbitrage strategies related to it.

Volatility Arbitrage
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BSM Model Assumptions

A brief explanation of how BSM falls short in its assumptions.

Derivatives Primer
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Article Title 5

Final article example.

Topic C Discussion
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Article Title 6

Sixth article!

Topic D Review
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