The Largest Network for Analytic Professionals
Indian Chapter
(9 members)
Interviews with Leaders
(21 members)
SAS and Statistical Programming
(109 members)
© 2008 Created by Vincent Granville
Comment Wall (5 comments)
You need to be a member of AnalyticBridge to add comments!
Join this network
I created a group called "Indian Chapter". Your are welcome to join and invite colleagues.
Regards,
Vincent
For Bayesian stuff read Andrew Gelman's blog:
http://www.stat.columbia.edu/~gelman/blog/
Good luck...
Joe
we are doing computational option pricing under Jump diffusion and Levy processes. It is actually one step further from the B&S model. We are working on the Mertons Jump diffusion model with further extensions conserning the process that the jumps are following. We use Finite Difference method to compute the resulting PIDE. :-)
Thank you for your message.
Unfortunately the specifics of my company are that we only work with those who have at least some US working experience and an authorization to work in the US. So I'm not sure I could help you if you are in India at the moment.
However, if anything changes or if I find out anything that could be of any use to you, I will definitely let you know!
Have a nice day
Best regards
Olga K