Quantitative Finance Collector is a blog on Quantitative finance codes, methods in math finance focusing on derivative pricing, quantitative trading and quantitative risk management.
Tags：heston
| Title | Added by | Added on |
| [Code » Matlab] Simulation of Heston model | abiao | 2008/11/24 |
| [Code » Matlab] Heston model pricing and calibration | abiao | 2008/10/20 |
| [Code » Matlab] Variance swap hedging under Heston volatility | abiao | 2008/10/01 |
| [Code » C++] Cliquet option with Jump-Diffusion Bates Model | abiao | 2008/09/16 |
| [Code » Matlab] calibration of the Heston SV model | abiao | 2008/07/29 |
| [Code » Net] Heston Stochastic Volatility | abiao | 2008/07/25 |
Quantitative Finance Collector is simply a record of my financial engineering learning journey as a master in quantitative finance, a PhD candidate in finance and a Quantitative researcher, with most of the entries written at school. 
