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
24
MatLab for Financial Engineers
MatLab for Financial Engineers:
1-Basics
2–Statistical Analysis
3–Application to Finance I (Monte Carlo Simulations – Statistics Toolbox)
4–Application to Finance II(Portfolio Choice, Risk Management – Optimum Toolbox)
5--Application to Finance III (Binomial and Trinomial Tree Valuation)
http://faculty.haas.berkeley.edu/peliu/computing/
1-Basics
2–Statistical Analysis
3–Application to Finance I (Monte Carlo Simulations – Statistics Toolbox)
4–Application to Finance II(Portfolio Choice, Risk Management – Optimum Toolbox)
5--Application to Finance III (Binomial and Trinomial Tree Valuation)
http://faculty.haas.berkeley.edu/peliu/computing/
Pricing Derivatives Securities
Global Derivatives Option Pric
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. 
