Page Not Found
Page not found. Your pixels are in another canvas.
Sitemap
A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.
Pages
About Myself
About me
Page not in menu
This is a page not in th emain menu
Posts
Accounting for Biases in Black-Scholes, Backus, Foresi & Wu (2004)
Published:
This paper provides a new method to reverse-engineer a empirical distribution than corrects for excess skewness and kurtosis by matching up to the third-order cumulant, which gives insight what to do when the Black-Scholes assumptions are violated.
Unified Pricing of Asian Options, Vecer (2002)
Published:
This is a derivation of unified arithmetic average asian option pricing PDE by Jan Vercer, which is achieved by replicating strategy and change of measure. A proper change of measure leads the pricing problem to a simple one-dimensional PDE without drift, which can be done via numerical methods.
Valuing American Options by Simulation: A Simple Least-Squares Approach, Longstaff & Schwartz (2001)
Published:
This is an introduction about a novel regression based American options pricing method, which reduces the computaion costs of the traditional Monte Carlo methods.
portfolio
Coursework of Foundations of Econometrics in MSc Financial Mathematics Programme
Published:
This is an individual coursework.
Coursework of Fixed Income in Quant Master’s Programme
Published:
This is a group coursework.
Coursework of Advanced Stochastic Modelling in MSc Financial Mathematics Programme
Published:
This is a group coursework.
Coursework of Risk Analysis in Quant Master’s Programme
Published:
This is a group coursework.
publications
Mathematical Techniques in Finance
Published in Mathematical Techniques in Finance, 2009
This the course notes of the module SMM306 Advanced Stochastic Modelling of MSc Financial Mathematics programme in Cass Business School, City University of London.
Download here
Advanced Stochastic Modelling
Published in SMM306 Notes, 2020
This the course notes of the module SMM306 Advanced Stochastic Modelling of MSc Financial Mathematics programme in Cass Business School, City University of London.
Download here
Risk Analysis
Published in SMM272 Notes, 2020
This the course notes of the module SMM272 Risk Analysis of MSc Financial Mathematics programme in Cass Business School, City University of London.
Download here
Simulation Techniques & Financial Modelling
Published in SMM281 Notes, 2020
This the course notes of the module SMM281 Simulation Techniques & Financial Modelling of MSc Financial Mathematics programme in Cass Business School, City University of London.
Download here
Fixed Income
Published in SMM269 NOTES, 2020
This is the notes of the module SMM269 Fixed Income in Quant MSc programme, Cass Business School, City University of London.
Download here
talks
Talk 1 on Relevant Topic in Your Field
Published:
This is a description of your talk, which is a markdown files that can be all markdown-ified like any other post. Yay markdown!
Conference Proceeding talk 3 on Relevant Topic in Your Field
Published:
This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
teaching
Teaching experience 1
Undergraduate course, University 1, Department, 2014
This is a description of a teaching experience. You can use markdown like any other post.
Teaching experience 2
Workshop, University 1, Department, 2015
This is a description of a teaching experience. You can use markdown like any other post.