Quantitative Finance
AZhu
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28
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
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 '13
3
Using quantlib to price swaps with different payment and calculation resets for floating leg
Aug 21 '16
3
Other means of calibrating Heston models
Jan 21 '13
2
Pricing swaptions
Jan 13 '13
2
Problems with exact Heston simulations
Mar 21 '13
2
Funding spread in FVA calculation
Feb 1 '14
1
Quantlib C++: How to output QL_TRACE to a log file
Nov 7 '16
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16
Fastest way to read a column of numbers into an array
15
Excel VBA Quickest way to sort an array of numbers in descending order?
14
sed, how to replace one line with 2 line?
6
Control zoom level of WinForms using mouse scroll wheel and Ctrl in VB.NET
6
Excel/VBA - Detect if server is reachable

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