A message from our CEO about the future of Stack Overflow and Stack Exchange. Read now.
Quantitative Finance
Meta user
Network profile
741
reputation
1
5
15

AZhu

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

0
answers
14
questions
~29k
people reached
  • Member for 7 years
  • 32 profile views
  • Last seen Apr 21 '18 at 19:49

Communities (11)

Top network posts

Top tags (16)

Score 0
Posts 5
Posts % 36
Score 0
Posts 3
Score 0
Posts 2
Score 0
Posts 2
Score 0
Posts 2
Score 0
Posts 2
View all tags →

Top posts (14) All Questions Answers | Votes Newest

25 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 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
2 Using quantlib to price swaps with different payment and calculation resets for floating leg Aug 21 '16
1 Quantlib C++: How to output QL_TRACE to a log file Nov 7 '16
View all questions and answers →

Badges (21)

Gold

1

Rarest

Silver

5

Rarest

Bronze

15

Rarest

View all badges →