Requires three 3 years of experience with options; stochastic calculus, differential calculus, mathematical programming, and operations research.br br Requires any amount of experience with variance swaps, and volatility swaps; Python; back testing trading strategies using datadriven statistics; using mathematical models to build spreadsheets to test pricing methods; utilizing stochastic theories, differential equations, and mathematical programming to build pricing models of financial derivatives; risk management and pricing of VIX options, VIX futures, and SPX variance swaps.br br Requires Series 7, 57, and 63 license.
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