Autor: Zareer Dadachanji

Wsparcie
Zareer Dadachanji is a quantitative analysis consultant with nearly two decades of corporate experience, mostly in financial quantitative modelling across a range of asset classes. He has spent 14 years working as a front-office quant at banks and hedge funds, including Nat West/RBS, Credit Suisse and latterly Standard Chartered Bank, where he held the position of Global Head of FX Quants. Zareer”s specialist areas of expertise are the modelling of FX and equity derivatives. He combines these specialist areas with substantial knowledge of general quantitative modelling, gained through years of senior-level engagement in the activities of global cross-asset quant teams. Zareer is the founder and director of Model Quant Solutions, an independent consultancy providing bespoke quantitative analysis and training on a range of financial subjects. The consultancy serves a variety of clients and client types across the finance industry. Zareer holds a triple first in Natural Sciences and a Ph D in Computational and Theoretical Physics, both from the University of Cambridge.




2 Ebooki wg Zareer Dadachanji

Zareer Dadachanji: FX Barrier Options
Barrier options are a class of highly path-dependent exotic options which present particular challenges to practitioners in all areas of the financial industry. They are traded heavily as stand-alone …
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