Quantitative Finance
Hui's user avatar
Hui's user avatar
Hui's user avatar
Hui
  • Member for 5 years, 7 months
  • Last seen more than 3 years ago
  • Chicago, IL
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18
answers
4
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About

Experienced quant with specialties in：

Derivative pricing, stochastic volatility modeling, VaR, stress testing etc

Language: C++, Jave, Python, R

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14
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18
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Top posts
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All Questions Answers
Score Newest
answer
4
Option Greeks' Formulas for Black & Scholes vs Black 76
May 20, 2018
question
3
Instruments for calibrating Hull White Model
Jun 13, 2018
question
3
Hull White Tree Calibration 2
Jun 14, 2018
answer
3
Black Scholes and the Log Normal Distribution
May 12, 2018
answer
2
Smart transaction cost model (for spread contracts)
May 23, 2018
answer
2
How do you factor in skew when assessing implied volatility for a non-atm option?
Jun 10, 2018
answer
2
What vol to use when implying strike from delta?
Jun 20, 2018
answer
1
Bootstrap discounted cash flow
May 24, 2018
answer
1
Measuring alpha (Academia vs the Industry)
Jun 1, 2018
answer
1
Calculating implied volatility from moneyness/volatility values for date
May 20, 2018
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