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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|[Paper Review] How to Combine Long and Short Return Histories Efficiently||abiao||2012/12/19|
|[Code » Matlab] Simulation-Based Estimation of Contingent-Claims Prices||abiao||2009/06/18|
|[Code » Matlab] Efficient maximum-likelihood estimation||abiao||2009/02/10|
|[Code » R/Splus] Maximum likelihood estimation in R||abiao||2009/01/18|
|[Code » Matlab] Quasi-maximum likelihood||abiao||2008/07/25|