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AZhu

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 6 years, 4 months
  • 28 profile views
  • Last seen Apr 21 '18 at 19:49

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Top posts (14) All Questions Answers | Votes Newest

23 What are the advantages/disadvantages of these approaches to deal with volatility surface? Jan 13 '13
12 Time series analysis on illiquid price data? Sep 15 '13
7 How to avoid having negative volatility when applying Heston model? Jan 21 '13
3 Other means of calibrating Heston models Jan 21 '13
3 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 '13
2 Funding spread in FVA calculation Feb 1 '14
2 Using quantlib to price swaps with different payment and calculation resets for floating leg Aug 21 '16
2 Pricing swaptions Jan 13 '13
2 Problems with exact Heston simulations Mar 21 '13
1 Heston MC Simulations - Speed up in Matlab Jun 18 '13
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