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Daniel Alexandre Bloch

Observed names: Bloch, Daniel, Daniel Bloch
ORCID: 0009-0008-8863-6607
Observed ORCID: 0009-0008-8863-6607
OpenAlex ID: A5103611973
Cracking the Climate Change Conundrum with Derivatives
2010 · Daniel Bloch, James Annan, et al. · Wilmott Journal · 16
A Practical Guide to Implied and Local Volatility
2010 · Daniel Alexandre Bloch · SSRN Electronic Journal · 13
Deep Learning Based Dynamic Implied Volatility Surface
2021 · Daniel Alexandre Bloch, Arthur Böök · SSRN Electronic Journal · 12
Applying Climate Derivatives to Flood Risk Management
2011 · Daniel Bloch, James Annan, et al. · Wilmott · 12
Machine Learning: Models And Algorithms
2023 · Daniel Alexandre Bloch · SSRN Electronic Journal · 9
A note on calibration of Markov processes
2010 · Daniel Bloch · Wilmott Journal · 8
Recipe for Quantitative Trading with Machine Learning
2018 · Daniel Alexandre Bloch · SSRN Electronic Journal · 7
Fast Calibration of the Affine and Quadratic Models
2007 · Daniel Alexandre Bloch · SSRN Electronic Journal · 7
Affine and Quadratic Jump-Diffusion Models: Application to New Exotic Options in Equity and Hybrid Markets
2006 · Daniel Alexandre Bloch · SSRN Electronic Journal · 7
American Options: Models and Algorithms
2023 · Daniel Alexandre Bloch · SSRN Electronic Journal · 6
A Note On Emissions Trading: The Pricing Of Carbon Derivatives
2010 · Daniel Alexandre Bloch · SSRN Electronic Journal · 6
Option Pricing With Machine Learning
2019 · Daniel Alexandre Bloch · SSRN Electronic Journal · 5
Neural Networks Based Dynamic Implied Volatility Surface
2019 · Daniel Alexandre Bloch · SSRN Electronic Journal · 5
From Implied Volatility Surface to Quantitative Options Relative Value Trading
2013 · Daniel Bloch · Wilmott · 5
Multi-Currency Local Volatility Model
2008 · Daniel Alexandre Bloch, Yukio Nakashima · SSRN Electronic Journal · 5
Predicting Future Implied Volatility Surface Using TDBP-Learning
2020 · Daniel Alexandre Bloch, Arthur Böök · SSRN Electronic Journal · 4
Fast Calibration of Interest Rate Claims in the Quadratic Gaussian Model: 1 The Caplets
2009 · Daniel Alexandre Bloch, Samson Assefa · SSRN Electronic Journal · 4
Libor Market Models Within the Affine and Quadratic Models
2007 · Daniel Alexandre Bloch · SSRN Electronic Journal · 4
Futuretesting Quantitative Strategies
2023 · Daniel Alexandre Bloch · SSRN Electronic Journal · 3
Option Pricing: Theory and Applications
2019 · Daniel Alexandre Bloch · SSRN Electronic Journal · 3
A Practical Guide to Quantitative Portfolio Trading
2014 · Daniel Alexandre Bloch · SSRN Electronic Journal · 3
From Implied to Local Volatility Surface
2012 · Daniel Alexandre Bloch · SSRN Electronic Journal · 3
Financing Adaptation to Climate Change with Climate Derivatives
2011 · Daniel Alexandre Bloch · SSRN Electronic Journal · 3
The Pricing of Carbon Bonds and Other Index-Linked Carbon Derivatives
2011 · Daniel Alexandre Bloch · SSRN Electronic Journal · 3
DeepNet Jump Models: Detecting and Predicting Price Jumps with Variance Norm and Signatures
2024 · Daniel Alexandre Bloch, Bastian Czogallik, et al. · SSRN Electronic Journal · 2
Works count: 98
Citation count: 176
H-index: 7
I10-index: 4
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