Problem
Equity derivatives models must reconcile implied volatility surfaces, rate dynamics and numerical tractability. Hybrid models can become fragile when calibration and simulation errors interact.
Research engineering
Hybrid LSV & stochastic rates
Numerical work around equity derivatives models combining local stochastic volatility, stochastic interest rates and calibration-oriented simulation methods.
Approach
The focus is on clear model assumptions, simulation diagnostics, calibration stability and implementation choices that make numerical experiments reproducible.
Technical Focus
- Local stochastic volatility modelling.
- Stochastic rates and equity-rate coupling.
- Monte Carlo simulation design.
- Calibration-oriented numerical diagnostics.