{"id":85,"date":"2018-01-01T22:48:50","date_gmt":"2018-01-01T22:48:50","guid":{"rendered":"http:\/\/knfo.mimuw.edu.pl\/?p=85"},"modified":"2018-10-20T18:07:47","modified_gmt":"2018-10-20T18:07:47","slug":"spotkanie-model-hestona-kalibracja-oraz-wycena-opcji","status":"publish","type":"post","link":"https:\/\/knfo.mimuw.edu.pl\/index.php\/2018\/01\/01\/spotkanie-model-hestona-kalibracja-oraz-wycena-opcji\/","title":{"rendered":"Model Hestona &#8211; kalibracja oraz wycena opcji"},"content":{"rendered":"<p>Na spotkaniu w dniu 21.12.2017 zosta\u0142 przedstawiony model Hestona, kt\u00f3ry jest jednym z najpopularniejszych modeli stochastycznej zmienno\u015bci. G\u0142\u00f3wnym tematem by\u0142 algorytm, kt\u00f3ry umo\u017cliwia kalibracj\u0119 tego modelu oraz r\u00f3\u017cne sposoby wyceny instrument\u00f3w pochodnych w tym modelu. Implementacj\u0119 kalibracji oraz wyceny mo\u017cna znale\u017a\u0107\u00a0<a href=\"https:\/\/github.com\/KNFO-MIMUW\/Heston_model\">tutaj<\/a>. Opis cz\u0119\u015b\u0107 teoretycznej znajduje si\u0119 w pliku &#8211; <a href=\"http:\/\/knfo.mimuw.edu.pl\/wp-content\/uploads\/2018\/10\/Abstracts_of_talks.pdf\">Opis spotka\u0144<\/a>.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Na spotkaniu w dniu 21.12.2017 zosta\u0142 przedstawiony model Hestona, kt\u00f3ry jest jednym z najpopularniejszych modeli stochastycznej zmienno\u015bci. G\u0142\u00f3wnym tematem by\u0142 algorytm, kt\u00f3ry umo\u017cliwia kalibracj\u0119 tego modelu oraz r\u00f3\u017cne sposoby wyceny &#8230;<\/p>\n","protected":false},"author":1,"featured_media":1497,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[21,1],"tags":[],"class_list":["post-85","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-prelekcja","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/posts\/85","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/comments?post=85"}],"version-history":[{"count":3,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/posts\/85\/revisions"}],"predecessor-version":[{"id":1527,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/posts\/85\/revisions\/1527"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/media\/1497"}],"wp:attachment":[{"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/media?parent=85"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/categories?post=85"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/knfo.mimuw.edu.pl\/index.php\/wp-json\/wp\/v2\/tags?post=85"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}