Quantitative Finance
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Alex

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 1 year, 10 months
  • 14 profile views
  • Last seen Aug 7 at 19:34

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Top posts (7) All Questions Answers | Votes Newest

4 Autocallable pricing under stochastic vs. local volatility Apr 27 '18
4 Pricing and hedging fund-linked derivatives Jun 26 '18
4 Correlation sensitivity of Rainbow options Nov 5 '18
3 Autocall replication using vanilla options Jun 7 '18
2 Hedging a CDS sold Feb 6
1 Determining the probability of arriving at a price by a time T Aug 2 '18
0 Vol surface from Bloomberg API Nov 6 '18

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