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Peter Jaeckel
Deputy Head of Quantitative Research at VTB Capital

Profile

Peter Jaeckel received his D. Phil. in Physics from Oxford University. He moved into quantitative analysis and financial mathematics in 1997, when he joined Nikko Securities. Since then he has worked at NatWest, Commerzbank Securities, ABN AMRO, and VTB Capital, where he currently holds the position of Deputy Head of Quantitative Research. Peter Jäckel is the author of the book "Monte Carlo methods in finance" (2002) and a number of articles on financial mathematics and derivatives models some of which can be found at www.jaeckel.org.

Peter Jaeckel's Network

Agenda Sessions

  • Analytical composite option valuation with full smiles for FX and primary underlying

    14:05