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Swati Mital
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Personal Information
Organization / Workplace
Zürich Area, Switzerland Switzerland
Occupation
Quantitative Analyst
Industry
Finance / Banking / Insurance
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Presentations
(2)Ìý
Local and Stochastic volatility
Local and Stochastic volatility
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Credit Default Models
Credit Default Models
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Documents
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Pricing interest rate derivatives (ext)
Pricing interest rate derivatives (ext)
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Pricing Exotics using Change of Numeraire
Pricing Exotics using Change of Numeraire
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Stochastic Vol Forecasting
Stochastic Vol Forecasting
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Uncertain Volatility Models
Uncertain Volatility Models
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Affine Term Structure Model with Stochastic Market Price of Risk
Affine Term Structure Model with Stochastic Market Price of Risk
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