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Quantitative Finance
Kiann's user avatar
Kiann's user avatar
Kiann's user avatar
Kiann
  • Member for 4 years, 10 months
  • Last seen more than a week ago
  • London
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622
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36k
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17
answers
13
questions
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About

Quantitative analyst with extensive experience in Interest rate options, both in market risk management (and methodology) as well as pricing.

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9
Score
6
Posts
20
Posts %
7
Score
7
Posts
23
Posts %
7
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6
Posts
20
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7
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3
Posts
10
Posts %
5
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6
Posts
20
Posts %
5
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10
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Top posts
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All Questions Answers
Score Newest
answer
5
Black and Normal Model for Caplet using Python
Mar 13, 2019
question
4
How to add Risks-Not-In-VaR (RNIV) to VaR under Basel III
May 21, 2019
question
3
how to simplify Inflation year-on-year option to Zero-coupon option
Apr 16, 2019
question
3
Change of measure from physical to risk-neutral under Radon-Nikodym and Girsanov Theorem
Mar 31, 2019
question
3
Comparison of Option-Pricing Models (volatility models) vs Product-Mapping
Feb 3, 2022
answer
3
Volatility surface for Swaptions
Mar 26, 2019
answer
2
Modern market conventions for interpreting interest rate swaptions quotations in a negative interest rate environment
Nov 18, 2018
answer
2
Sticky Strike or Sticky Delta
Feb 24, 2019
answer
2
python scipy optimize minimize arguments for Implied Volatility
Mar 13, 2019
question
2
machine-learning method to predict PCA weights
Nov 10, 2019
Top network posts
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7
Filter pandas row where 1st letter in a column is/is-not a certain value
5
Rolling Regression Estimation in Python dataframe

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