Quantitative Finance
Profile Activity
Meta user
Network profile
5,006
reputation
2
10
34

Daneel Olivaw

Financial Maths PhD candidate and sell-side model validator with a background in financial mathematics, actuarial science, statistics and machine learning.

117
answers
16
questions
~84k
people reached
  • Europe
  • Member for 4 years, 5 months
  • 622 profile views
  • Last seen 4 hours ago

Communities (9)

Top Meta Posts
0
1

Top network posts

Top tags (140)

Score 66
Posts 25
Posts % 19
Score 61
Posts 19
Score 45
Posts 25
Score 45
Posts 15
Score 42
Posts 12
Score 39
Posts 9
View all tags →

Top posts (133)

All Questions Answers
Votes Newest
13 Which of the three options is the most valuable? Apr 15 '17
10 delta-hedging is failing Mar 27 '17
9 How to get set the theta function in the Hull-White model to replicate the current yield curve Mar 12 '18
9 Does numeraire have to be a tradable asset Jun 4 '18
8 Finding arbitrage opportunity Jun 27 '17
8 Merton's jump diffusion Oct 8 '17
7 Put-call parity for cash settled swaptions Jun 6 '18
6 What are the books in which to study the basics of the derivative financial instruments? Mar 21 '17
6 Replicating a portfolio with a certain payoff function May 27 '17
6 Simple example of a funding valuation adjustment? Sep 10 '17
View all questions and answers →

Badges (46)

Gold

2

Rarest

Silver

10

Rarest

Bronze

34

Rarest

View all badges →