Welcome to the personal page of Behzad Alimoradian

The Dupire equation for local volatility is surely one of the biggest technological discoveries in the pricing of equity derivatives. It...

Mastering risk neutral probabilities took me a while so I thought it worthwhile to share my experience. The risk neutral probability is...

It’s been a while since I looked at variable annuity products so I am writing this post to refresh my own memory as well as provide...

A type of structured product that has become fashionable these days is the structured share repurchase program. When a corporate client...

I am currently building an R package that has both Boost and Quantlib dependency. It is a library package, that took me a while to...