Quantitative Finance
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Jaehyuk Choi

Finance Professor at Peking University HSBC Business School

Former desk quant at Goldman Sachs

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  • Shenzhen/Hong Kong, China
  • jaehyukchoi.net/phbs_en
  • Member for 2 years, 9 months
  • 99 profile views
  • Last seen Dec 2 at 17:01

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Top posts (22) All Questions Answers | Votes Newest

4 Basket option pricing: step by step tutorial for beginners Feb 14 '17
4 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
3 SABR Normal Volatility when F = K Oct 11 '18
2 FX forward curve building Feb 22 '17
2 USD-Federal Funds for OIS swaps vs USD-Federal Funds for Basis swaps Mar 1 '17
2 clarification to use collocation methods to get arbitrage free sabr Oct 13 '18
2 Foresight bias in least square monte carlo Oct 21 '18
2 How to perform Monte-Carlo simulations to price Asian options? Feb 21 '17
2 Turnbull & Wakeman Asian - not Edgeworth? Feb 21 '17
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