Quantitative finance & mathematics
Ayoub
Makroz.
A quant and mathematics PhD student, working at the intersection of financial models, numerical methods, and mathematical reasoning.
More about meAbout
Understanding the model.
Questioning the assumptions.
I work in quantitative finance, with experience in financial modelling and model validation, including FX pricing and risk models. I am also a PhD student in mathematics at Wrocław University of Science and Technology.
This site brings together my independent work and technical interests: how models are constructed, how they behave numerically, and how their assumptions shape the results.
Quantitative finance
Pricing, sensitivities, and risk. Connecting mathematical models with their financial interpretation.
Numerical methods
Simulation, approximation, and computation. Understanding accuracy, convergence, and implementation choices.
Mathematics
Careful definitions, explicit assumptions, and clear arguments. The foundations behind the methods.
Projects
From an idea
to an implementation.
This space is reserved for independent implementations, experiments, and their accompanying explanations.
Writing
Notes, worked examples,
and longer arguments.
Writing on quantitative finance, numerical methods, and mathematics—with the assumptions and calculations made explicit.