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Alex

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

3
answers
4
questions
~2k
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  • Member for 1 year, 5 months
  • 12 profile views
  • Last seen Mar 20 at 10:15

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Top Posts (7) All Questions Answers | Votes Newest

5 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
2 Hedging a CDS sold Feb 6
2 Autocall replication using vanilla options Jun 7 '18
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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