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] Why doesn’t the choice of performance measure matter?||abiao||2015/12/08|
|[Review] Selected Papers of PhD Forum 12132011||abiao||2011/12/18|
|[Code » R/Splus] Econometric tools for performance and risk analysis||abiao||2008/10/13|
|[Code » VBA/Excel] Brinson performance attribution||abiao||2008/08/09|