Quantitative Finance
Jaehyuk Choi
  • Member for 4 years, 11 months
  • Last seen this week
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Finance Professor at Peking University HSBC Business School

Former desk quant at Goldman Sachs

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6
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
Downward sloping smile in normal model
Feb 17 '17
3
Comparison of various improvements to Hagan's SABR formula?
Oct 21 '18
3
FX forward curve building
Feb 22 '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
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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