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Laurin R
@laurin_rodacker
Mathematics Student and Research Intern
Germania
Tedesco, Inglese
Chi sono
I build pricing and calibration tools for derivatives and fixed income — code that has to be both mathematically correct and fast.
Math student (GPA 1.2/~3.9), Research Intern at Zuse Institute Berlin on rational approximation for volatility surfaces (Heston, SABR). QuantLib, Python, and MATLAB are my daily tools.
I help with:
- Option pricing (Black-Scholes, Heston, barriers, Monte Carlo)
- Yield curve calibration (Nelson-Siegel, Svensson)
- QuantLib debugging & integration
- Greeks, implied volatility
Full code + math derivations in my Portfolio below.
Competenze
Laurin R
offline •
Tempo di risposta medio: 1 ora
Consulta i miei servizi
Programmazione e tecnologia
I will build a custom option pricing model in python with black scholes and heston
