Quantitative Finance
Jaehyuk Choi
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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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