Have worked as a Rates trader as well as a desk 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:
Member for 11 months
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Last seen Oct 5 at 19:33
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