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:swaption
| Title | Added by | Added on |
| [Code » VBA/Excel] Term Structure Lattice to Price Bermudan swaption | abiao | 2008/09/06 |
| [Code » VBA/Excel] Swaption valuation | abiao | 2008/08/28 |
| [Code » VBA/Excel] Receiver Swaption Price | abiao | 2008/07/29 |

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.