ZELIADE SYSTEMS - WHITEPAPERS

13 February 2012


	News/whitepapers

Zeliade whitepapers :

Heston 2010
March 2011

Model Validation: theory, practice and perspectives
May 2011

Quasi-Explicit Calibration of Gatheral’s SVI model
September 2009

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