Quantitative finance collector

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：volatility

Title Added by Added on
[Paper Review] Fitting and Testing for the Implied Volatility Curve Using Parametric Models abiao 2011/09/19
[Others] Credit Default Spread and Historical Volatility abiao 2011/06/22
[Paper Review] A Comparative Study of Range-based Stock Return Volatility Estimators for the German Market abiao 2011/06/17
[Code » VBA/Excel] Excel for Volatility Calculation abiao 2011/04/03
[Paper Review] Realized Variance Estimation abiao 2010/12/30
[Paper Review] Long Term Volatility Forecast abiao 2010/11/03
[Code » C++] Fast and Accurate Long Stepping Simulation of the Heston Stochastic Volatility Model abiao 2010/10/20
[Code » VBA/Excel] Option Pricing Models and Volatility Using Excel-VBA abiao 2010/08/27
[Code » Matlab] Vanna Volga Method abiao 2010/01/05
[Code » Matlab] Ad hoc Black Scholes model for Option Pricing abiao 2009/12/09
[Code » Matlab] Garch option pricing abiao 2009/11/15
[Code » VBA/Excel] Volatility Forecasting and Trading abiao 2009/04/27
[Code » Matlab] VIX calculation abiao 2009/03/24
[Code » Other] Modelling the implied volatility surface abiao 2009/02/26
[Code » Matlab] Historical Volatility Estimation abiao 2009/02/20
[Code » VBA/Excel] SABR stochastic volatility model abiao 2008/08/18
[Code » Matlab] Calibration of a binomial tree to the volatility surface abiao 2008/07/30
[Code » Matlab] calibration of the Heston SV model abiao 2008/07/29
[Code » VBA/Excel] EWMA Volatility abiao 2008/07/28
[Code » VBA/Excel] Black Scholes Implied Volatility abiao 2008/07/28
[Code » VBA/Excel] Normal Inverse Gaussian(NIG) and other stochastical vol model abiao 2008/07/26
[Code » Net] Heston Stochastic Volatility   abiao 2008/07/25
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