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Hasek
  • Member for 7 years, 8 months
  • Last seen this week
  • Pittsburgh, PA, US
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Interest Rates Derivatives and Equity Structured Products Quant

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Top posts
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answer
8
What is the market standard for IR option pricing when moving to SOFR
Jul 15, 2022
question
7
Replicating QuantLib plain vanilla Interest Rate Swap valuation
Jun 1, 2023
answer
6
Does it matter that Bachelier IV differs from BS IV for a given option price?
Apr 27, 2022
answer
6
Introductory material for getting started with local and stochastic volatility modelling
Jun 9, 2022
question
6
Relation between price changes and trading volume (market impact)
May 15, 2017
question
5
Why Vasicek model on a tree is a bad choice for pricing American option on credit prepayment?
Aug 10, 2021
question
5
Pricing and hedging caps and floors on illiquid emerging markets
Jan 5, 2023
question
4
Bartlett's delta gives wrong signs for calls and puts
Apr 3, 2023
answer
4
Implied volatility of Asian options under Black76 model
Jun 10, 2022
question
3
Is Wolfram Mathematica a suitable tool for quant? [closed]
Apr 10, 2017
Top network posts
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12
Why do top Indian Math grad school students leave for the US/UK?
8
I need to figure out Why wouldn't a limit exist if we got the SAME value on each path?
8
Integral of a polynomial over a three-dimensional ball
7
Where can I find precise examples of ramified coverings of $\mathbb{C}P^1$?
7
Trace of product of two Hermitian matrices