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Quantitative Finance
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Daneel Olivaw

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

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  • Europe
  • Member for 3 years
  • 323 profile views
  • Last seen 33 mins ago

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Score 45
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Posts 11
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Top Posts (94) 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
8 Does numeraire have to be a tradable asset Jun 4 '18
7 Replicating a portfolio with a certain payoff function May 27 '17
7 Put-call parity for cash settled swaptions Jun 6 '18
7 Finding arbitrage opportunity Jun 27 '17
7 Merton's jump diffusion Oct 8 '17
6 Simple example of a funding valuation adjustment? Sep 10 '17
6 Change of measure's impact on parameter value Mar 15 '17
5 Risk-neutral expectation equation with collateral and funding costs Oct 4 '16
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