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by kjoh
September 10th, 2013, 11:55 am
Forum: General Forum
Topic: Please help us find a good name for our Team!
Replies: 14
Views: 8641

Please help us find a good name for our Team!

Haha, sorry, thanks to the rest of you as well of course! "The Happy Rabbits" is still on the list.../Greatful UMPH
by kjoh
September 10th, 2013, 6:15 am
Forum: General Forum
Topic: Please help us find a good name for our Team!
Replies: 14
Views: 8641

Please help us find a good name for our Team!

<t>Thank you bearish/ AnalyticalVega/ gc/ Alan for your suggestions!Research might indeed be a forbidden word here in trading, but I can check this with our compliance dep.Quantitative Development seems to be a term often used out there which is a plus. On the other hand, Quantitive solutions of cou...
by kjoh
September 9th, 2013, 8:08 am
Forum: General Forum
Topic: Please help us find a good name for our Team!
Replies: 14
Views: 8641

Please help us find a good name for our Team!

<t>Hi all,Im reaching out to you to ask for your help with coming up for a good name for the team I am currently working in. We are a "Financial engineering like" team working on the trading floor for a mid-size investment bank (around 200 traders). Our team was set up a bit "in a rush" a few years ...
by kjoh
June 14th, 2010, 8:04 am
Forum: Technical Forum
Topic: FX Exotic Option pricing with Vanna Volga method
Replies: 1
Views: 29469

FX Exotic Option pricing with Vanna Volga method

<t>Hi all,I am currently working on a project where I am trying to add the Vanna-Volga adjustment to an ATM vol price calculated with standard analytic formulas (in order to include the vol smile).I already have the ATM vol price for barriers and touches (given by a complied prop-function) and I jus...