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Swati Mital

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Credit Default Models

Local and Stochastic volatility

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Affine Term Structure Model with Stochastic Market Price of Risk

Uncertain Volatility Models

Stochastic Vol Forecasting

Pricing Exotics using Change of Numeraire

Pricing interest rate derivatives (ext)

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Personal Information

Organization / Workplace

Thalesians Ltd.

Location

Zürich Area, Switzerland Switzerland

Occupation

Quantitative Analyst

Industry

Finance / Banking / Insurance

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