Quantitative Finance Collector is a blog on Quantitative finance codes, methods in math finance focusing on derivative pricing, quantitative trading and quantitative risk management.
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| Title | Added by | Added on |
| [Code » Other] Modelling the implied volatility surface | abiao | 2009/02/26 |
| [Code » Matlab] Calibration of a binomial tree to the volatility surface | abiao | 2008/07/30 |
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. 
