Quantitative Finance Collector is a blog on Quantitative finance codes, methods in math finance focusing on derivative pricing, quantitative trading and quantitative risk management.
Tags：libor
| Title | Added by | Added on |
| [Code » C++] Libor Market Model: Theory and Implementation source code | abiao | 2008/08/31 |
| [Code » Java] Monte Carlo Pricer Brace Gatarek Musiela / Jamishidian Model | abiao | 2008/07/28 |
| [Code » C++] Fast Greeks by Simulation in Forward Libor Models | abiao | 2008/07/25 |
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. 
