Quantitative Finance
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Data enthusiast and python plumber. I'm also a full-stack web developer (LAMP stack, learning the MEAN stack)

In my free time I enjoy running, travel, vegetarian culinary delights and sampling craft beers.

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11 Expectation of exponential of 3 correlated Brownian Motion Dec 13 '20
9 Unwinding a Portfolio Dec 10 '20
9 Do basket options have a closed form valuation formula? Aug 10 '20
8 Mixed local-stochastic volatility model in Quantlib Aug 5 '20
8 Newton's Algorithm for Implied Volatility Oct 13 '20
7 Static vs Dynamic Hedging: when is each one used? Nov 3 '20
7 conditional expectation of stochastic integral Dec 30 '20
7 Forward skew generated by Local Vol model Sep 5 '20
6 Stochastic growth model Oct 16 '20
6 Help reconciling incorrect reasoning in options pricing brain teaser Oct 17 '20
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