Quantitative Finance
Profile Activity
Network profile
583
reputation
5
19

Jaehyuk Choi

Finance Professor at Peking University HSBC Business School

Former desk quant at Goldman Sachs

20
answers
2
questions
~163k
people reached

Communities (5)

Top network posts

We respect a laser-like focus on one topic.

Top tags (40)

Score 17
Posts 5
Posts % 23
Score 15
Posts 5
Score 14
Posts 4
Score 9
Posts 5
Score 6
Posts 2
Score 6
Posts 2
View all tags →

Top posts (22)

All Questions Answers
Votes Newest
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
View all questions and answers →

Badges (24)

Gold

—

Silver

5

Rarest

Bronze

19

Rarest

View all badges →

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.