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Quantitative Finance
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AZhu
  • Member for 11 years, 6 months
  • Last seen more than 1 year ago
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29
What are the advantages/disadvantages of these approaches to deal with volatility surface?
Jan 13, 2013
12
Time series analysis on illiquid price data?
Sep 15, 2013
7
How to avoid having negative volatility when applying Heston model?
Jan 21, 2013
4
Heston - How important are the initial guess in calibration and if it is very important, what would be a good way to get initial guess?
Jun 18, 2013
3
Using quantlib to price swaps with different payment and calculation resets for floating leg
Aug 21, 2016
3
Other means of calibrating Heston models
Jan 21, 2013
3
Problems with exact Heston simulations
Mar 21, 2013
2
Pricing swaptions
Jan 13, 2013
2
Funding spread in FVA calculation
Feb 1, 2014
1
Quantlib C++: How to output QL_TRACE to a log file
Nov 7, 2016
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