Quantitative finance collector
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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. Please help us spread the word:

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[Code » C++] Newmat C++ matrix library abiao 2008/12/18
[Code » C++] Singular Value Decomposition abiao 2008/10/21
[Code » C++] Singular value decomposition abiao 2008/07/26
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