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Laurin R
@laurin_rodacker
Mathematics Student and Research Intern
Alemania
Alemán, Inglés
Sobre mí
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.
Habilidades
Laurin R
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Tiempo medio de respuesta: 1 hora
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Programación y tecnología
I will build a custom option pricing model in python with black scholes and heston
