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Skills:
monte carlo , Programming Languages, Stress Testing models, Credit Pricing of Credit derivatives, Stochastic Volatility Models for pricing Equity Derivatives, Interest Rate Libor Market Model, Finite Difference, General statistics, HJM Models of the short-rate, stochastic calculus, Equity Pricing of Exotic Payoffs, Numerical techniques for derivatives pricing, CVA calculation, FX Pricing of plain vanilla and exotic FX derivatives, Econometrics
