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  1. aortizr

    Calibration on heston Stochastic Volatility Model

    Hello rmg, perhaps you should try the code from Dr Rouah book, it's another methodology: loss functions instead of nonlinear least squares...
  2. aortizr

    New book: Applied Portfolio Optimization with Risk Management using Matlab, by Pawel Lachowicz

    Hi there!!, I've just found a new book, looks very intereseting. have some one already read the book?please feedback. Is it worth it?This is the link http://www.quantatrisk.com/
  3. aortizr

    Vega of a call option

    Hi Kamil: Check this book: http://www.amazon.com/Option-Pricing-Volatility-Excel-VBA-G-Vainberg/dp/B003RCISNO/ref=sr_1_8?ie=UTF8&qid=1331710704&sr=8-8 Best regards
  4. aortizr

    Tips to learn LaTeX

    Hello ddrolet, check this, hope be helpful http://www.lyx.org/Home Regards
  5. aortizr

    Online "Partial Differential Equations" Course

    try partial differential equation in youtube, there is a huge collection of videos.
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