# Tutorials

Step-by-step guides for common quantflow workflows.

| Tutorial | Description |
|---|---|
| [Option Pricing](option_pricing.md) | Price a European option with the Black-Scholes and Heston-jump-diffusion models |
| [Volatility Surface](volatility_surface.md) | Fetch live option data, build an implied volatility surface, and extract forwards and discount factors from option prices |
| [Heston Volatility Model](heston_calibration.md) | Calibrate the Heston and Heston-jump-diffusion models to an implied volatility surface |
| [SPX Volatility Surface](spx_vol_surface.md) | Build a 3D implied volatility surface for the S&P 500 from a Yahoo Finance option chain |
| [BNS Volatility Model](bns_calibration.md) | Calibrate the Barndorff-Nielsen and Shephard stochastic-volatility model to an implied volatility surface |
