Equity Derivatives Quant Notes & Code — Forwards, Futures, Dividends, Vol Surfaces & Exotics (201 pages)
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About this resource
Build the equity derivatives stack a desk relies on — dividends, financing and the forward, then futures, swaps and options, an arbitrage-free volatility surface, local and stochastic vol, the VIX and exotics — on one real close of the SPX option market. This Desk2Quant pack contains 201 pages of playbook-style notes across 25 modules (beginner primers, core equations, worked examples, real-data checks, interview traps, 142 bonus desk cards, 72 interview Q&As and 20 worked problems) and companion Python code that generates every number and chart in the notes.
Real data: Cboe SPX, VIX, index and single-stock option chains at the close of 5 Nov 2026, a −4.36% day; Cboe VIX-family histories; Federal Reserve Treasury curves; New York Fed SOFR, TGCR and BGCR; Robert Shiller's S&P data since 1871; the Kenneth French data library; SEC EDGAR filings.
Inside: forwards with discrete dividends and the market's implied dividend curve; SOFR OIS curves and the SPX box rate; repo, stock borrow and implied borrow across 30 names; futures fair value, basis, roll, margining and hedging; TRS and dividend swaps; options with dividends, American early exercise, Greeks and the hedging P&L; implied-vol cleaning, SVI and SSVI with arbitrage checks, Dupire local vol, Heston calibration, variance swaps and the VIX rebuilt from the chain; barriers, digitals, cliquets and autocallables under local vs stochastic vol; risk, P&L explain and production checks.
Included: the notes as two PDF volumes (pages 1–89 and 90–201); the eqd_lab Python library; one Lab per module that prints every number quoted; the chart scripts; a 151-test pytest suite; every computed value as JSON; a script that runs the core pipeline on any Cboe chain you download; data downloaders and a start-here guide.
Positioning: realistic educational material with transparent simplifications. Licensed quotes (futures, OIS, borrow fees) are illustrative and labelled. Cboe quotes are not redistributed: the values computed from the 5 Nov 2026 close are included, and the code runs on any close you download.
Not trading advice. Launch offer: use code EQD20 for 20% off.
What you get
- Instant digital delivery by email after purchase
- Written by a practising quantitative risk modeller
- Desk-focused material, not textbook theory
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Frequently asked questions
How is Equity Derivatives Quant Notes & Code — Forwards, Futures, Dividends, Vol Surfaces & Exotics (201 pages) delivered?
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Who is Equity Derivatives Quant Notes & Code — Forwards, Futures, Dividends, Vol Surfaces & Exotics (201 pages) designed for?
It is designed for quantitative-finance candidates and practitioners who want desk-focused explanations, practical diagnostics and interview-ready reasoning.
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