jackjacquier Goto Github PK
Name: Jack Jacquier
Type: User
Company: Imperial College London
Bio: Applied Mathematician with interest in stochastic analysis, volatility modelling, machine learning and quantum computing
Location: London
Name: Jack Jacquier
Type: User
Company: Imperial College London
Bio: Applied Mathematician with interest in stochastic analysis, volatility modelling, machine learning and quantum computing
Location: London
European and Forward-start option pricing and implied volatility in the Heston and rough Heston model
Diverse asymptotics for option prices and implied volatilities
Python for Finance module for Imperial MSc in Mathematics and Finance
Quantum Computing for Finance
SABR Implied volatility asymptotics
Surface SVI parameterisation and corresponding local volatility
Statistical methods used in Quantitative Finance
Statistical Methods in Finance
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