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Quantitative Finance Collector
is a blog on Quantitative finance analysis, methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management.
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Tags:option
Title
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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
[
Code
»
Net
]
Fourier Space Time-stepping (FST) option calculator
abiao
2008/10/27
[
Code
»
R/Splus
]
Rmetrics - Basics of Option Valuation
abiao
2008/10/22
[
Code
»
Matlab
]
Crank-Nicholson finite difference solution of American option
abiao
2008/10/06
[
Code
»
Matlab
]
Up-and-out call option by Monte Carlo
abiao
2008/10/03
[
Code
»
Mathematica
]
Unified Asian Option Pricing
abiao
2008/09/28
[
Code
»
Matlab
]
FFT computation of option prices
abiao
2008/09/26
[
Code
»
Matlab
]
Option greeks analysis
abiao
2008/09/23
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