Posts
-
Merton Model Calibration
-
Fourier-Based Option Pricing
-
Fourier Methods for Heston Model
-
Calibrating Bates (1996)
-
Bates (1996) in practice
-
Merton model
-
Stochastic Volatility: Heston
-
Local Volatility Models: Dupire
-
Local Volatility Models: CEV (constant elasticity of variance) in Practice
-
Exploring the Volatility Smile with Yahoo Finance
-
The Constraints of the Black-Scholes Model: A Data-Driven Analysis
-
Simulating Interest Rates: Vasicek Model
-
Bridging the Black-Scholes with Monte Carlo Simulations
-
Ito's Lemma and Black Scholes
-
Markov's Property and Geometric Brownian Motion
-
Intro to Monte Carlo methods
-
American Options and Dynamic Delta Hedging
-
Calibration of the Binomial Option Pricing Model
-
Introducing Delta
-
Put-Call Parity in the Binomial Model
-
Binomial Model
subscribe via RSS