Quantitative Finance
Meta user
Network profile
3,358
reputation
1
8
31

Daneel Olivaw

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

86
answers
14
questions
~47k
people reached
  • Europe
  • Member for 3 years, 2 months
  • 361 profile views
  • Last seen 27 mins ago

Communities (8)

Top network posts

Top tags (113)

Score 49
Posts 14
Posts % 14
Score 47
Posts 21
Score 39
Posts 23
Score 29
Posts 7
Score 28
Posts 7
Score 26
Posts 8
View all tags →

Top posts (100) 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 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
5 How to get set the theta function in the Hull-White model to replicate the current yield curve Mar 12 '18
5 What are the books in which to study the basics of the derivative financial instruments? Mar 21 '17
View all questions and answers →

Badges (40)

Gold

1

Rarest

Silver

8

Rarest

Bronze

31

Rarest

View all badges →