Quantitative Finance
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will's user avatar
will's user avatar
will
  • Member for 7 years, 3 months
  • Last seen this week
  • London, United Kingdom
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About

Cross asset exotic derivatives quant turned commodities exo trader, based in London.

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Top posts
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All Questions Answers
Score Newest
answer
16
Barrier option (autocallable) Vega profile
Dec 5, 2017
answer
10
For pricing, what types of Exotic Options are suitable using Local Volatility Model or a Stochastic Volatility Model?
Mar 25, 2018
answer
8
Why is a variance swap long skew?
Jun 10, 2016
answer
7
Can an In-the-Money Put Option's price $>$ its Strike Price?
Sep 30, 2020
answer
6
How to price a phoenix and snowball type autocallable options?
Aug 22, 2019
answer
6
Is there any public data to get OIS for differal time (1d, 1W, 1M, ..., 10Y)?
Apr 6, 2017
answer
6
Delta hedging on Barrier/Digital Options
Jul 21, 2017
answer
5
Preparation for interview: influx of power of the moon
May 24, 2016
question
5
Correlation of a lognormal asset and a normal asset
Jun 23, 2016
answer
4
Using crude Monte Carlo
Apr 3, 2017
Top network posts
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54
D3.js force directed graph, reduce edge crossings by making edges repel each other
49
How can I add textures to my bars and wedges?
41
What is the pythonic way to loop through two arrays at the same time?
34
How do i resize the contents of a QScrollArea as more widgets are placed inside
26
Python/OpenCV: Computing a depth map from stereo images

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