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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 11 months
  • Last seen more than a month ago
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Quantitative Analyst at UBS

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Top posts
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4
Can Heston volatility model be used to calculate VaR or CVaR?
Sep 22, 2023
answer
1
Estimate of realized spread
Oct 21, 2023
answer
1
Smile Skew and Convexity Exposure
Oct 23, 2023
answer
1
Is it possible to price a call option given a daily underlying returns distribution?
Oct 1, 2023
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0
SABR for swaptions
Oct 1, 2023
answer
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Basis risk between future and a non-dividend paying stock
Oct 1, 2023
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0
Carry for an Interest Rate Swap
Oct 16, 2023
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0
Forecasting Realized Volatility with Machine Learning
Oct 24, 2023
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A decent model to calculate hedges
Sep 22, 2023