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Daneel Olivaw

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

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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
9 Intuition for Stock Price Numeraire Drift Jan 2
8 How do we determine the “correct measure”? Feb 24
8 Numeraire correlated to the traded asset Jun 8
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
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