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：optimization
| Title | Added by | Added on |
| [Code » Matlab] Matlab optimization introduction | abiao | 2009/06/05 |
| [Code » Matlab] Heuristic Optimization for Downside Risk Minimization | abiao | 2009/05/28 |
| [Code » Matlab] Mean-variance portfolio optimization | abiao | 2008/12/04 |
| [Code » C++] Levenberg-Marquardt nonlinear least squares algorithms | abiao | 2008/11/04 |
| [Code » C++] Mixed Integer Linear Programming (MILP) solver | abiao | 2008/09/11 |
| [Code » R/Splus] evolutionary algorithm optimization | abiao | 2008/09/04 |
| [Code » VBA/Excel] Markowitz Efficient Frontier stock portfolio | abiao | 2008/08/21 |
| [Code » Code site] Optimization packages | abiao | 2008/08/11 |
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. 
