As of May 31, 2023, we have updated our Code of Conduct.
Quantitative Finance
chengcj's user avatar
chengcj's user avatar
chengcj's user avatar
chengcj
  • Member for 9 years, 7 months
  • Last seen more than a week ago
  • London, United Kingdom
Profile Activity
Stats
473
reputation
12k
reached
0
answers
10
questions
Communities
View all
About

By Day: Quant Analyst at Citi

By Night: Android App Developer

Have experience in C++ and Python

Badges
View all badges
This user doesn’t have any gold badges yet.
4
silver badges
10
bronze badges
Top tags
View all tags
0
Score
4
Posts
40
Posts %
0
Score
2
Posts
20
Posts %
0
Score
2
Posts
20
Posts %
0
Score
1
Posts
10
Posts %
0
Score
1
Posts
10
Posts %
0
Score
1
Posts
10
Posts %
Top posts
All Questions Answers
Score Newest
question
10
Arbitrage Free Volatility Smile
Dec 7, 2016
question
9
For pricing, what types of Exotic Options are suitable using Local Volatility Model or a Stochastic Volatility Model?
Nov 4, 2013
question
3
How to value VIX Option?
Nov 5, 2013
question
3
Barrier Derivative Pricing
Feb 28, 2017
question
3
Given QuantLib Python VanillaSwap object, how to get the iborIndex of the swap object?
Nov 12, 2017
question
2
PV of derivative that pays $S_T \ln\left(S_T\right)$ at maturity
Mar 3, 2018
question
2
Multi-factor vs Single-factor interest rate model for XVA / CCR
Jun 18, 2019
question
2
Calculate $E^{\mathbb{Q}}\left[e^{-\int_{0}^{T_2}r_t\,dt} \frac{S\left(T_2\right)}{S\left(T_1\right)}\right]$
Jul 22, 2017
question
1
Risks of issuing an Autocallable Note
Nov 5, 2013
question
1
When valuing a vanilla option on an index, should we take dividend into account?
Aug 17, 2015
Top network posts
View all network posts
18
Using ROracle dbWriteTable to write POSIXct back to Oracle DB
17
How to import a .pyd file as a python module?
10
Evaluate expression in R data.table
9
Using ROracle dbWriteTable to write POSIXct back to Oracle DB
6
R data.table group by multiple columns into 1 column and sum

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.