26 June 2017
News/whitepapers
 

 

Zeliade whitepapers :
New Frontiers in Model Calibration
May 2012
Quasi-Explicit Calibration of Gatheralís SVI model
February, 2012
Heston 2010
March 2011
Model Validation: theory, practice and perspectives
May 2011
CDOs: How far should we depart from Gaussian copulas?
May 2009
Zeliade Credit Analytics Library : Tranche Pricing Algorithm
November 2005
Credit Index Calibration : How do Models Perform ?
November 2005

 

 

Home  |  Products  |  Services  |  News/whitepapers  |  Customers  |  Partners  |  Support  |  Company
All rights reserved © 2017 - Zeliade Systems. Legal information - Contact us