Educational Series · Finance, Economics & Statistics

Stochastic Modelling for Finance

Stochastic Modelling for Finance is a nine-part educational series explaining selected topics in finance, economics, and statistics for a broader academic and professional audience.

About the Series

9-part series · LinkedIn

Accessible explanations of quantitative ideas

The series was co-created by Andrea Buffoli and Davide Rolfi to make technical ideas more accessible while maintaining mathematical and financial precision.

Article Archive

Episode 9 · From Payoffs to Pricing: A Deep Dive into Options and the Black-Scholes Formula

Episode 09 · August 2025

From Payoffs to Pricing: A Deep Dive into Options and the Black-Scholes Formula

Andrea Buffoli · Davide Rolfi

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Episode 8 · Derivatives in Finance: Understanding the Interest Rate Swap

Episode 08 · July 2025

Derivatives in Finance: Understanding the Interest Rate Swap

Andrea Buffoli · Davide Rolfi

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Episode 7 · Derivatives in Finance: The Forward Contract Explained

Episode 07 · July 2025

Derivatives in Finance: The Forward Contract Explained

Andrea Buffoli · Davide Rolfi

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Episode 6 · Studying the Volatility Structure of a Time Series: A Complete Guide

Episode 06 · July 2025

Studying the Volatility Structure of a Time Series: A Complete Guide

Andrea Buffoli · Davide Rolfi

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Episode 5 · Studying the Mean Structure of a Time Series: A Complete Guide

Episode 05 · July 2025

Studying the Mean Structure of a Time Series: A Complete Guide

Andrea Buffoli · Davide Rolfi

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Episode 4 · AR, MA, and ARMA Models: Historical Development, Theory and Application to Financial Time Series

Episode 04 · 30 June 2025

AR, MA, and ARMA Models: Historical Development, Theory and Application to Financial Time Series

Andrea Buffoli · Davide Rolfi

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Episode 3 · Estimation of Cox-Ingersoll-Ross (CIR) Parameters: OLS and Maximum Likelihood Estimation (MLE) Methods

Episode 03 · 23 June 2025

Estimation of Cox-Ingersoll-Ross (CIR) Parameters: OLS and Maximum Likelihood Estimation (MLE) Methods

Andrea Buffoli · Davide Rolfi

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Episode 2 · Estimation of Geometric Brownian Motion Parameters: MLE and Bayesian Methods

Episode 02 · 16 June 2025

Estimation of Geometric Brownian Motion Parameters: MLE and Bayesian Methods

Andrea Buffoli · Davide Rolfi

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Episode 1 · Estimation and Application of the Vasicek Interest Rate Model

Episode 01 · 9 June 2025

Estimation and Application of the Vasicek Interest Rate Model

Andrea Buffoli · Davide Rolfi

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