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:regime
| Title | Added by | Added on |
| [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 |

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.