Women in Banking & Finance Trailblazer
Truly honored to be featured as the March trailblazer by the Women in Banking and Finance UK Network. This is my conversation with them.
Truly honored to be featured as the March trailblazer by the Women in Banking and Finance UK Network. This is my conversation with them.
Last month, I had the privilege of delivering a guest lecture at King’s College London to MSc students enrolled in the Computational Finance program. This year, we focused on the estimating price sensitivities (a.k.a. Greeks) using Malliavin Calculus + Monte Carlo methods.
Last week, I had the privilege of delivering an expert lecture at King’s College London to MSc students enrolled in the Computational Finance program. This year, I opted for an extended session, spanning 2 hours instead of the usual 1, allowing us to delve deeper into a technical subject. We focused on the Longstaff Schwartz algorithm for pricing American options, thoroughly exploring its mathematical formulation, along with a practical demonstration of its implementation in Python. 🐍
Sharing some insights from my experience starting my career as a quant after graduation. Skill sets, General Tips, Resources, Interview Process, FAQs