InvestmentMath is a blog dedicated to mathematical techniques for portfolio management. It illustrates how stochastic calculus can help shed light on the investment problem. The emphasis is put on dynamics as opposed to the tradionnal static portfolio construction theory.

I am a professional investment manager with past academic experience. I hope this blog can be useful to students, academics (perhaps) and professionals of the industry.

This blog is designed using modern open source tools which are described within the Geek category. I have been introduced to these tools by my son Matthias who is passionate about open source development and the GNU/Linux world. Without him, this blog would not look as good. Thank you Matthias.

Guillaume Rabault, Meudon