Quantitative Finance Collector is a blog on Quantitative finance analysis, financial engineering methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management. Random thoughts on financial markets and personal staff are posted at the sub personal blog.
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|[Review] Week in Review 260112 Credit Default Swap||abiao||2012/01/26|
|[Review] Investing in Extreme Markets||abiao||2010/10/15|
|[Code » Matlab] Several matlab packages||abiao||2009/02/19|
|[Code » Matlab] Extreme Value Analysis in Matlab||abiao||2008/11/14|
|[Code » Matlab] GEV distribution and density function||abiao||2008/08/15|