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MSc Konstantin Ermakov

Markov Chain Monte Carlo preprint service

Dec 17
2009
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MCMC resource - http://www.statslab.cam.ac.uk/~mcmc/

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Heston Model – Calibration

Oct 27
2009
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Important article

Fiodar Kilin – Accelerating the Calibration of Stochastic Volatility Models

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Quant Press

Sep 23
2009
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A nice collection of quant. finance articles

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Links

Sep 15
2009
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Excel Tools

Sci Graphica

OmniORB Tech Report

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