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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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
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