Quantitative Finance Collector is a blog on Quantitative finance analysis, methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management.
Tags：smile
| Title | Added by | Added on |
| [Code » Other] Modelling the implied volatility surface | abiao | 2009/02/26 |
| [Code » Matlab] Calibration of a binomial tree to the volatility surface | abiao | 2008/07/30 |
