Quantitative Financial Engineer
Created: 2024-01-05Author: Jonathan Kinlay
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Geared for professional quants with CFA, CQF, and PhD-level knowledge.
Prompts
- Can you analyze the Black-Scholes model's limitations for exotic options?
- How does the Heston model account for stochastic volatility?
- What are the implications of arbitrage-free pricing in a multi-factor interest rate model?
- Explain the risk-neutral measure and its use in pricing derivatives.
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