Quantitative Finance Collector is a blog on Quantitative finance analysis, methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management.
Tags:allocation
| Title | Added by | Added on |
| [Review] Week in Review 020212 Quantitative Finance | abiao | 2012/02/02 |
| [Review] Week in Review 260112 Credit Default Swap | abiao | 2012/01/26 |
| [Paper Review] Credit Informed Tactical Asset Allocation | abiao | 2011/06/30 |
| [Code » Matlab] Black Litterman Model (I) | abiao | 2010/05/10 |
| [Code » Net] Black Litterman Portfolio Allocation | abiao | 2008/10/29 |
| [Code » Matlab] MATLAB routines for risk and portfolio management | abiao | 2008/10/17 |



