Genius Mathematics Consultants·May 16What are the Cost Benefits of Hiring a Quant Consultant/Freelancer?Not sure whether to hire a consultant/freelancer for your next quantitative finance or mathematical engineering project? Have you…
Genius Mathematics Consultants·Apr 4XVA Consulting for Derivative Pricing — Techniques for Efficient Calculation — Genius Mathematics…XVA (valuation adjustments) arise when extending classical derivative pricing to account for credit risk, funding costs, capital, and…
Genius Mathematics Consultants·Nov 27, 2025How Genius Mathematics Consultants Compares to Big Financial Consulting Firms — Genius Mathematics…When you think about financial consulting firms, you probably think about huge firms like EY, Deloitte, KPMG, PwC and McKinsey. But did…
Genius Mathematics Consultants·Jan 8, 2021Does barrier option valuation depend on volatility and interest rate term structure?It’s well-known that vanilla option valuation does not depend on the term structure of volatility and interest rates. This means that the…
Genius Mathematics Consultants·May 12, 2020Converting Volatility Surfaces from Moneyness to Delta Using an Iterative Method — Genius…It often comes up in quantitative finance that you want to convert a vol surface plotted against moneyness, to a vol surface plotted…
