Quantitative Finance
Amit Kumar Jha's user avatar
Amit Kumar Jha's user avatar
Amit Kumar Jha's user avatar
Amit Kumar Jha
  • Member for 2 months
  • Last seen more than a week ago
Profile Activity
Stats
71
reputation
426
reached
9
answers
0
questions
Communities
About

Quantitative Analyst at UBS

Badges
This user doesn’t have any gold badges yet.
This user doesn’t have any silver badges yet.
4
bronze badges
Top tags
View all tags
4
Score
1
Posts
11
Posts %
4
Score
1
Posts
11
Posts %
4
Score
1
Posts
11
Posts %
4
Score
1
Posts
11
Posts %
2
Score
2
Posts
22
Posts %
1
Score
1
Posts
11
Posts %
Top posts
All Questions Answers
Score Newest
answer
4
Can Heston volatility model be used to calculate VaR or CVaR?
Sep 22
answer
1
Estimate of realized spread
Oct 21
answer
1
Smile Skew and Convexity Exposure
Oct 23
answer
1
Is it possible to price a call option given a daily underlying returns distribution?
Oct 1
answer
0
SABR for swaptions
Oct 1
answer
0
Basis risk between future and a non-dividend paying stock
Oct 1
answer
0
Carry for an Interest Rate Swap
Oct 16
answer
0
Forecasting Realized Volatility with Machine Learning
Oct 24
answer
0
A decent model to calculate hedges
Sep 22

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.