What can QuantCalc do for you?

QuantCalc is a website that specializes in calibration, arbitrage and derivative pricing solutions. It is web-based service providing valuations, calibrations, arbitrage detections. In QuantCalc users can input their parameters to calculate the derivative price. In some calculators, QuantCalc can even collect the market data automatically, and price or calibrate with market data. The calculators are categorized by purposes on the top of the website and by methods and markets on the right hand side. You can also find topics you are interested in:

The top 5 most popular calculators:

1. Expected Exposure and Potential Euture Exposure

2. Zero Coupon Bond under Vasicek Model

3. Option Price and Greeks under Black-Scholes Model

4. Implied Default Probability from CDS

5. Pricing Bond by the Black-Derman-Toy model

The latest feature:

Vanilla Option Pricing Under the Heston Model (Monte Carlo with Importance Sampling)

Vanilla Option Pricing Under the Heston Model (Monte Carlo with Control Variate)

Vanilla Option Pricing Under the Heston Model (Monte Carlo with Antithetic Variates)

Vanilla Option Pricing Under the Heston Model (Importance Sampling + Control Variates)

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Why this website?

This website, QuantCalc, offers varied financial math calculators, calibration methods and arbitrage strategies. The reason why we develop QuantCalc is that we hope our ability of pricing, calibration and arbitraging can be seen by World. Please contact us if you want to see some specific method or strategy to be implemented on QuantCalc.

Contact

Please contact us if you have any suggestion.

pai@quantcalc.net


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