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：nig
| Title | Added by | Added on |
| [Code » VBA/Excel] Normal Inverse Gaussian option pricer | abiao | 2008/09/12 |
| [Code » VBA/Excel] Normal Inverse Gaussian(NIG) and other stochastical vol model | abiao | 2008/07/26 |
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. 
