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QuantMinds International
18 - 21 November 2024
InterContinental O2London

Parviz Rakhmonov
Quantitative Analytics at Independent

Profile

Parviz Rakhmonov is a Quantitative Analyst at Citi, London. In his role he focuses on multi-asset modeling for structured interest rates and hybrid derivatives. With over 10 years of experience, his primary research interest lies in interest rate modeling. He authored and co-authored numerous papers on quantitative finance, covering topics on derivatives pricing and stochastic volatility modeling. Parviz holds a PhD and MSc in Mathematics from the Lomonosov Moscow State University. After receiving his PhD, he continued academic research in Number Theory, publishing series of research papers on Analytic Number Theory and teaching courses on Calculus for a number of years.

Agenda Sessions

  • Stochastic volatility for Multi-Factor HJM model

    15:05