Quantitative Finance
Profile Activity
Network profile
533
reputation
4
17

Jaehyuk Choi

Finance Professor at Peking University HSBC Business School

Former desk quant at Goldman Sachs

20
answers
2
questions
~131k
people reached
  • Shenzhen/Hong Kong, China
  • jaehyukchoi.net/phbs_en
  • Member for 3 years, 4 months
  • 140 profile views
  • Last seen Jun 10 at 15:23

Communities (4)

Top network posts

We respect a laser-like focus on one topic.

Top tags (41)

Score 16
Posts 5
Posts % 23
Score 14
Posts 5
Score 13
Posts 4
Score 9
Posts 5
Score 5
Posts 4
Score 5
Posts 2
View all tags →

Top posts (22)

All Questions Answers
Votes Newest
5 A simple formula for calculating implied volatility? Feb 19 '17
4 Is there a good closed-form approximation for Black-Scholes implied volatility? Feb 22 '17
4 Basket option pricing: step by step tutorial for beginners Feb 14 '17
3 USD-Federal Funds for OIS swaps vs USD-Federal Funds for Basis swaps Mar 1 '17
3 SABR Normal Volatility when F = K Oct 11 '18
2 FX forward curve building Feb 22 '17
2 Downward sloping smile in normal model Feb 17 '17
2 How to price a futures spread option? Feb 17 '17
2 How to calculate Implied Volatility for out-of-the-money options? Feb 19 '17
2 How to perform Monte-Carlo simulations to price Asian options? Feb 21 '17
View all questions and answers →

Badges (21)

Gold

—

Silver

4

Rarest

Bronze

17

Rarest

View all badges →