Quantitative finance collector
C++ Matlab VBA/Excel Java Mathematica R/Splus Net Code Site Other

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.


Title Added by Added on
[Paper Review] Recent developments of option pricing models abiao 2015/03/12
[Code » Matlab] European Option Price with Excess Skewness and Kurtosis abiao 2013/05/10
[Code » Other] Option pricing models implemented in AirXCell abiao 2012/06/10
[Paper Review] New Illiquidity Measure Week in Review abiao 2012/05/21
[Review] Option Strategies Week in Review 160212 abiao 2012/02/17
[Paper Review] Stochastic Volatility Models and the Pricing of VIX Options abiao 2012/02/14
[Review] Kalman Filter Week in Review 090212 abiao 2012/02/09
[Code » Other] Online Option Pricing Models abiao 2012/01/09
[Paper Review] Adding and Subtracting Black-Scholes:A New Approach to Approximating Derivative Prices in Continuous-Time Models abiao 2011/07/01
[Paper Review] On the Number of State Variables in Options Pricing abiao 2011/05/03
[Review] Free Course For Only 200 Option Traders abiao 2010/08/31
[Code » VBA/Excel] Option Pricing Models and Volatility Using Excel-VBA abiao 2010/08/27
[Others] Personal Advice on Binary Option Trading abiao 2010/08/16
[Others] How to Use Bar Patterns to Spot Trade Setups abiao 2010/06/08
[Code » Mathematica] Down and Out Call Barrier Option abiao 2010/04/28
[Others] What You Need to Know About Option as A Beginner Part II bo 2010/04/13
[Others] What You Need to Know About Option as A Beginner Part I bo 2010/04/12
[Code » C++] Barrier Option Pricing Using Adjusted Transition Probabilities abiao 2010/04/05
[Code » Matlab] Binomial Tree Option Pricing with Discrete Dividends abiao 2010/03/18
[Code] Binary Options Trading abiao 2010/02/22
[Code » Matlab] Valuation of stock option with discrete dividend abiao 2010/02/03
[Code » C++] ATOM C++ option calculator abiao 2009/05/05
[Code » Net] Exotic Options Calculator abiao 2009/04/30
[Code » Other] Parisian option pricer abiao 2009/04/28
[Code » Other] Binary Option Calculator on Gphone abiao 2009/04/16
[Code » Other] Equity option calculator on Gphone abiao 2009/03/27
[Code » VBA/Excel] Option pricing with excel abiao 2009/03/20
[Code » C++] c++ for finance abiao 2009/03/11
[Code » Matlab] Compound option pricing abiao 2009/03/08
[Code » Other] OptionCity Calculator abiao 2008/11/25
Pages: 1/3 First page 1 2 3 Next page Final page [ View by Articles | List ]