Monte Carlo Simulation with Multiple Factors | European spread options with stochastic volatility

Поделиться
HTML-код
  • Опубликовано: 26 сен 2024

Комментарии • 3

  • @krishnakanta85
    @krishnakanta85 2 года назад +6

    I love your videos they are one of best out there. Thanks for the videos.

  • @anetesperon4526
    @anetesperon4526 2 года назад +1

    Thank you for all your videos!! Could you go over how Heston model calibration for American option pricing would look like if JUMPS are added to the model, please?

  • @harryj1081
    @harryj1081 2 года назад +1

    non-quant background retailer fan has a question to ask...since Fred removed ICE swap rates from their public database, do you know where can i find swap rates for free nowadays? THANKS:>