Tutorials

Step-by-step guides for common quantflow workflows.

Tutorial	Description
Option Pricing	Price a European option with the Black-Scholes and Heston-jump-diffusion models
Volatility Surface	Fetch live option data, build an implied volatility surface, and extract forwards and discount factors from option prices
Heston Volatility Model	Calibrate the Heston and Heston-jump-diffusion models to an implied volatility surface
SPX Volatility Surface	Build a 3D implied volatility surface for the S&P 500 from a Yahoo Finance option chain
BNS Volatility Model	Calibrate the Barndorff-Nielsen and Shephard stochastic-volatility model to an implied volatility surface
Yield Curve Calibration from Rates	Fit the Vasicek (Kalman filter) and CIR (unscented Kalman filter) short-rate models to historical Treasury rates by maximum likelihood