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. Please help us spread the word:
Tags：yield
| Title | Added by | Added on |
| [Review] Risk Management Week in Review 020512 | abiao | 2012/05/02 |
| [Review] Yield Curve Prediction Week in Review 150312 | abiao | 2012/03/15 |
| [Code » VBA/Excel] Interest Rate Modeling in Excel | abiao | 2008/11/18 |
| [Code » Matlab] Yield Curve Modelling | abiao | 2008/11/11 |
| [Code » Matlab] Calibrating the Ornstein-Uhlenbeck model | abiao | 2008/10/31 |
| [Code » VBA/Excel] Hull-White Term Structure Model | abiao | 2008/10/28 |
| [Code » C++] Trinomial tree class for short rate model | abiao | 2008/10/02 |
| [Code » VBA/Excel] Bootstrapping interest rate curve | abiao | 2008/09/08 |
| [Code » VBA/Excel] Nelson Siegel interest rate model calibration | abiao | 2008/08/26 |
| [Code » VBA/Excel] UK Gilt zero-coupon yield curve | abiao | 2008/07/27 |
