Concentrated Girds

By using control function, we can concentrate our girds to the area which we are more interested. For example, if x is value of firm and y is interest rate, we are more interested in down left corner, so we can concentrate our girds there to have more resolution. We can reduce error by 1/3 with no cost.

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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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