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 |
| Elliott Wave
Analysis |
Earn money as
a part time Quant |
Jul
29
calibration of the Heston SV model
simulating a two-dimensional v
Calibration of a binomial tree
bester
2009/12/07 16:41 [Add/Edit reply] [Clear reply] [Del comment] [Block]
thank you
haykel
2010/02/01 10:43 [Add/Edit reply] [Clear reply] [Del comment] [Block]
thank you
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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. 
