Abhay Dodiya
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Personal Information
Entreprise/Lieu de travail
Mumbai Area, India India
Profession
Senior Research Analyst
Secteur d’activité
Finance / Banking / Insurance
Site Web
http://www.xpressurview.wordpress.com
À propos
• Part of IPV team (Equity valuation), involved in the setup of daily IPV, where we work with regional counterpart to understand traders option position in major underlings and try to understand Vega risk check for an IPV Impact. • We also do Parametric Implied Volatility Calibration to match BS model for different tenor.
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Mots-clés
hiddenmarkovmodel python hmm
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Hidden Markov Model & It's Application in Python

il y a 2 ans • 474 Vues
Personal Information
Entreprise/Lieu de travail
Mumbai Area, India India
Profession
Senior Research Analyst
Secteur d’activité
Finance / Banking / Insurance
Site Web
http://www.xpressurview.wordpress.com
À propos
• Part of IPV team (Equity valuation), involved in the setup of daily IPV, where we work with regional counterpart to understand traders option position in major underlings and try to understand Vega risk check for an IPV Impact. • We also do Parametric Implied Volatility Calibration to match BS model for different tenor.
Mots-clés
hiddenmarkovmodel python hmm
Tout plus