Models / calibration
These guides focus on formulas, parameter meaning, calibration diagnostics, no-arbitrage controls, failure modes, and the difference between fitting a market surface and specifying its dynamics.
Reading paths
Learn total-variance parameters, calibration, residuals, and publication gates.
Surface controlMove from flexible slices to butterfly and calendar checks across the surface.
DynamicsSeparate a quoted implied surface from models for state-dependent or stochastic dynamics.
Conceptual order
Order here reflects prerequisites and learning outcome, not publication date.
01 / Model guide
A practical guide to SVI meaning, formula, calibration, and parameters in options: Stochastic Volatility Inspired total variance fits, diagnostics, and API access.
02 / Product documentation
How Derivasys monitors SVI no-arbitrage constraints for live Bitcoin and Ethereum options volatility surfaces, including butterfly, calendar, slope, and fit diagnostics.
03 / Model guide
A practical SSVI guide for crypto options volatility surfaces: Surface SVI meaning, formula, parameters, no-arbitrage checks, SVI comparison, and dashboard workflow.
04 / Model guide
SABR/SABRE model guide: Stochastic Alpha Beta Rho meaning, Hagan formula intuition, alpha beta rho nu parameters, calibration, and SABR versus SVI.
05 / Model guide
A practical local volatility guide for crypto options: Dupire formula, implied volatility surface inputs, SVI and SSVI comparison, diagnostics, and dashboard workflow.
06 / Model guide
An evergreen rough-volatility guide covering roughness intuition, the Hurst parameter, rough Bergomi, implied-surface relationships, and model limitations.
