Quantitative Finance
Collector is a blog on Quantitative finance codes,
methods in math
finance focusing on derivative pricing, quantitative trading
and risk management, with featured entries:
 Free
real time stock quotes |
Neural network prediction |
| Binary
option trading |
Earn money as
a part time Quant |
Jul
27
Asian Option Pricing
Here is the MATLAB implementation of the pricing of Asian options from the paper Unified Asian Pricing by Jan Vecer (2002), Risk, Vol. 15, No. 6, 113-116.
http://en.literateprograms.org/Asian_Option_Pricing_(Matlab)
wiki(asian option)
http://en.literateprograms.org/Asian_Option_Pricing_(Matlab)
wiki(asian option)
Matlab-GUI equity derivative c
American Options via Monte Car
Quantitative Finance Collector is simply a record of my financial engineering learning journey as a master in quantitative finance, a PhD candidate in finance and a Quantitative researcher, with most of the entries written at school. 
