Quantitative Finance
Jesper Tidblom's user avatar
Jesper Tidblom's user avatar
Jesper Tidblom's user avatar
Jesper Tidblom
  • Member for 2 years, 9 months
  • Last seen this week
  • Stockholm
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7
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About

PhD in mathemathics (mathematical analysis). Self-taught in mathematical finance and working in the finance sector.

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Top posts
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All Questions Answers
Score Newest
answer
9
Book/ Articles recommendation for Volatility models
Jun 23, 2020
question
4
Boundary condition issues for Black-Scholes PDE using finite-differences
May 9, 2022
question
4
Simulation of Heston model, best reference?
Oct 5, 2020
answer
4
Autocall pricing: what does "Lipschitz continuous parameterization" mean?
Oct 5, 2020
answer
4
Boundary condition issues for Black-Scholes PDE using finite-differences
May 10, 2022
answer
4
Sabr Calibration not fitting the market volatility
Oct 11, 2022
answer
3
What are the advantages and limitations of predicting future stock prices using stochastic differential equations?
Jun 24, 2020
answer
3
Value of Call Option as Volatility goes to Infinity
Oct 3, 2020
question
3
Three questions regarding local volatility implementation (based on the Andreasen, Huge article "Volatility interpolation")
Jun 20, 2020
question
3
Useful methods to avoid degenerate calibration? (Heston model in my case)
Nov 18, 2022

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