User Peter A - Quantitative Finance Stack Exchange

Peter A

Member for 3 years, 2 months
Last seen more than a week ago

12 Answers

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16 votes

Mark Joshi's book - quant interview questions

answered Jun 7, 2021 at 16:46

5 votes

Improve Finite Difference Scheme

answered Jul 3, 2020 at 15:00

4 votes

Local Vol vs Stoch Vol Option Pricing

answered Mar 10, 2022 at 20:45

3 votes

how to calculate vega in stochastic vol?

answered Jul 14, 2020 at 5:17

2 votes

How can I calculate bucket vega using dupire local volatility surface?

answered Jul 11, 2020 at 21:25

2 votes

How to calculate the local volatility from implied volatility in practice

answered Jul 26, 2022 at 10:27

1 vote

Different volatilities in Reiner Rubinstein barrier option model

answered Sep 3, 2022 at 23:32

1 vote

Calibrate Local Volatility model to price quanto options

answered Mar 27, 2022 at 16:49

1 vote

local vol model and stochastic vol model for double knock out barrier option

answered Mar 10, 2022 at 12:31

1 vote

Effect of correlation on a best-of rainbow option

answered Jul 4, 2020 at 8:56

0 votes

multi asset option pricing

answered Apr 27, 2021 at 18:30

0 votes

Accepted

One touch UP no touch DOWN, One touch DOWN no touch UP

answered Jun 11, 2021 at 7:31