Quantitative Finance
Meta user
Network profile
3,962
reputation
1
9
31

Daneel Olivaw

Sell-side model validator with a background in financial mathematics, actuarial science, statistics and machine learning.

95
answers
14
questions
~58k
people reached
  • Europe
  • Member for 3 years, 7 months
  • 417 profile views
  • Last seen 4 hours ago

Communities (8)

Top network posts

Top tags (117)

Score 53
Posts 23
Posts % 21
Score 50
Posts 15
Score 40
Posts 23
Score 36
Posts 10
Score 34
Posts 11
Score 30
Posts 7
View all tags →

Top posts (109) All Questions Answers | Votes Newest

12 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
7 Merton's jump diffusion Oct 8 '17
7 Put-call parity for cash settled swaptions Jun 6 '18
6 Replicating a portfolio with a certain payoff function May 27 '17
6 Simple example of a funding valuation adjustment? Sep 10 '17
6 Correlation basket equities Jun 4 '18
View all questions and answers →

Badges (41)

Gold

1

Rarest

Silver

9

Rarest

Bronze

31

Rarest

View all badges →