Have worked as a Rates Trader / Quant at various banks.
My main interests are: XVA, Options on Interest Rates & the Libor Market Model.
Here are some questions on this site that I found particularly interesting and that I enjoyed answering the most:
And here are some questions that I asked myself that have received some great answers:
I always enjoy linking up with like-minded people who are interested in Quantitative Finance, please feel free to connect on LinkedIn.
Member for 1 year, 6 months
14 profile views
Last seen Jul 9 at 12:26
Top network posts
- 28 Why do wet plates stick together with a relatively high force?
- 17 Why do banks have capital requirements on deposits?
- 16 Good Quant-Finance Interview Questions
- 16 Challenger Shuttle: could the crew have survived?
- 13 Option Price vs. Implied Volatility
- 12 Swap curve construction
- 12 What are the "sniffing" or "stalking" algorithms?
- View more network posts →