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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|[Code » R/Splus] Necessity to Explain CDS with A Regime Switching Model||abiao||2011/07/07|
|[Code » Matlab] Markov Regime Switching Models||abiao||2011/02/25|
|[Code » Other] Regime-Switching Model library in Gauss||abiao||2009/06/23|
|[Code » Matlab] Forecast Volatility with Regime-Switching GARCH Models||abiao||2009/04/20|