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:performance
| Title | Added by | Added on |
| [Code » R/Splus] Econometric tools for performance and risk analysis | abiao | 2008/10/13 |
| [Code » VBA/Excel] Brinson performance attribution | abiao | 2008/08/09 |

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.