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.
http://www.mathfinance.cn/
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Quantitative Finance Collector | mathfinance.cn Reviews
https://mathfinance.cn
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.
mathfinance.cn
Other - Quantitative Finance Collector
http://www.mathfinance.cn/category/other
Predicting Heavy and Extreme Losses in Real-Time for Portfolio Holders. Option pricing models implemented in AirXCell. Top 20 Movies For Business Men. Online Option Pricing Models. Fast Least Squares Monte Carlo Simulation for American Option. Any Good Way To Import A Large CSV File Into MySql. Biases in TRACE Corporate Bond Data. Pathwise Derivative vs Finite Difference For Greeks Computation. Value at Risk Estimation with Copula. High Probability ETF Trading Strategies on Stock. Did you enjoy the blog?
C++ - Quantitative Finance Collector
http://www.mathfinance.cn/category/cpluspluscalculator
C in finance. Having more to say, please consider to be our guest blogger. Fast and Accurate Long Stepping Simulation of the Heston Stochastic Volatility Model. Combined Regression and Ranking. Barrier Option Pricing Using Adjusted Transition Probabilities. Meta Financial Functions Library. A Finite Element Differential Equations Analysis Library. C/C for Numerical Computation. ATOM C option calculator. LAPACK : High Performance Linear Algebra. Kernel principal component analysis. Newmat C matrix library.
A simple strategy between A-shares and H-shares - Quantitative Finance Collector
http://www.mathfinance.cn/a-simple-strategy-between-a-shares-h-shares
A simple strategy between A-shares and H-shares. The trackback url will expire after 23:59:59 today. A similar article was posted at the sub-personal blog before. And I paste it here in case someone is interested. If yes, we would expect the stock traded cheaper in A market to go up, and vice versa. So can we make profit by long the stocks with large differences? The results for this simple strategy from 02.2013 to 01.2014 are:. Annualized Return 0.2070. Annualized Std Dev 0.2545. Value at Risk xls.
Mathematica - Quantitative Finance Collector
http://www.mathfinance.cn/category/mathematica
Mathematica in finance. Having more to say, please consider to be our guest blogger. Down and Out Call Barrier Option. Free Mathematica Software for Stable Analysis. Primitive polynomials for Sobol sequences. Unified Asian Option Pricing. Did you enjoy the blog? Stay up to date all future posts with RSS email subscription. Selected Interesting Papers from MFA Conference. Why doesn’t the choice of performance measure matt. Predicting Heavy and Extreme Losses in Real-Time f. CDS Inferred Stock Volatility.
Paper Review - Quantitative Finance Collector
http://www.mathfinance.cn/category/paper-review
Selected investment related paper review. Selected Interesting Papers from MFA Conference. Why doesn’t the choice of performance measure matter? CDS Inferred Stock Volatility. Recent developments of option pricing models. Sell in May and Go Away: Evidence from China. Time-Varying Fund Manager Skill. Liquidity-Driven Dynamic Asset Allocation. Mutual Fund's R2 as Predictor of Performance. A Constant-Volatility Framework for Managing Tail Risk. Worst-Case Value at Risk of Nonlinear Portfolios. Credit Inform...
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neuralnetworkstock.blogspot.com
Neural Network Algorithm: Neural Network Model for Quantitative Stock Trading
http://neuralnetworkstock.blogspot.com/2009/10/neural-network-model-for-quantitative.html
Research on using neural network algorithm for financial applications, for instance, stock technical analysis, index, forex prediction. Using Neural Network for interest rate modelling. Neural Network Model for Quantitative Stock Tradin. Neural Network Model for Quantitative Stock Trading. The business activities are focused on technical analysis. The basic principle of this model is that the active capital market mispriced and insist different factors people, excessive intake of buy or sell decisions...
August | 2009 | Quantitative Finance and Trading Pointer
https://saffroncapital.wordpress.com/2009/08
Quantitative Finance and Trading Pointer. 124; Comments RSS. Error: Twitter did not respond. Please wait a few minutes and refresh this page. Tools Quantitative Finance and Trading Pointer WordPress. Posted on August 12, 2009. Tools Quantitative Finance and Trading Pointer WordPress. 124; Leave a comment. Alain de Botton on ’success’. Posted on August 11, 2009. Filed under: My Axe. 124; Tagged: Arte. 124; Leave a comment. Posted on August 11, 2009. Filed under: Option Pricing. 124; Leave a comment. Techn...
Quantitative Finance Collector | Quantitative Finance and Trading Pointer
https://saffroncapital.wordpress.com/2009/08/11/quantitative-finance-collector
Quantitative Finance and Trading Pointer. 124; Comments RSS. Error: Twitter did not respond. Please wait a few minutes and refresh this page. Posted on August 11, 2009. A great website for quant finance resoruces. The link is http:/ www.mathfinance.cn/. And here is the a sampel newsletter. Http:/ www.quant-press.com/articles/QuantitativeFinanceCollector.pdf. Laquo; Tail – A java technical analysis lib. Max Dama on Automated Trading. Leave a Reply Cancel reply. Enter your comment here.
neuralnetworkstock.blogspot.com
Neural Network Algorithm: 2009-12
http://neuralnetworkstock.blogspot.com/2009_12_01_archive.html
Research on using neural network algorithm for financial applications, for instance, stock technical analysis, index, forex prediction. Can You Figure Out the Chaos. Selected customer quotes on tradingstations. Can You Figure Out the Chaos. What arө the problems then with the υse of neural network s in finance? Selected customer quotes on tradingstations. Frank Bunn, Owner, Expert Systems Company. I have used Trade Station and have found your Functions and Entry/Exit paradigm incredibly easy to ...
Michael Kane on Bigmemory | Josh Paulson's Blog
https://joshpaulson.wordpress.com/2010/12/20/michael-kane-on-bigmemory
Josh Paulson's Blog. Michael Kane on Bigmemory. December 20, 2010. Handling big data sets has always been a concern for R users. Once the size of the data set reaches above 50% of RAM, it is considered massive and can literally become impossible to work with on a standard machine. The bigmemory project. Is one approach to dealing with this class of data set. Last Monday, December 13th, the New England R Users Group warmly welcomed Michael Kane to talk about bigmemory and R. From → R. Larr; R at Google.
Java Quant - Quantitative Financial Algorithms
http://www.javaquant.net/index.html
Java Quant - Quantitative Financial Algorithms. Here you will find information about the evaluation of financial options and the theory, definitions and models behind. This webpage provides Java Applets to calculate the price of complex financial options, using the Monte Carlo technique, Binary Trees, among others. The source code written in Java and C , together with information about the structure of classes is available. The programs have been written following the Object Oriented Paradigms.
Java Quant - Quantitative Financial Algorithms
http://www.javaquant.net/finalgo.html
Java Quant - Quantitative Financial Algorithms. Below you will find the programs which allows you to try the calculations by your own. The programs calculate values for Options on Equity, Interest Rate, Bonds, Futures/Forwards and so on, based on several tecniques like Monte Carlo, Binary Trees, Finite Differences and others. Some of the programs have built-in graphics, based on a class library called Jcckit. Table with Main Java Applets. Binary Tree method to Price Options on Equity. MC Zero Coupon Bond.
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To the web site:. Classical first-order Predicate Logic represents a firm foundation for mathematics. Actually, the logic represents pivot for human intelligence as well as for artificial intelligence. Most important mathematical theories can be formally exact founded on the base of first-order Predicate Calculus with equality (while, some logicians point out logical incompleteness of such approach). Approximately twenty year ago, an Universal construction of finitely axiomatizable theories was described...
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مرجع دانلود نرم افزار. اولین وبلاگ تخصصی ریاضی مالی ایران. ریاضیات مالی و آنالیز تصادفی. رشته ریاضی مالی از سال 1387 وارد ایران شده . من جزء اولین دانشجویان این رشته بودم. از آنجایی که ورودی های اول معمولا نقش موش آزمایشگاهی رو بازی می کنند , خواستم دوره های بعدی سختیهایی که ما کشیدیم رو نکشن. لذا این وبلاگ برای کمک به شما دانشجویان این رشته طراحی شده. معرفی سایت های مفید. سمینارها و همایش ها. به اولین وبلاگ تخصصی ریاضی مالی ایران خوش آمدید. دومین کنفرانس مهندسی مالی و بیمسنجی. تاريخ : دوشنبه ۵ مرداد ۱۳۹۴.
Mathematical Finance Conferences
A blog listing academic conferences in mathematical finance, financial engineering, computational finance, quantitative finance, stochastic analysis and probability, and partial differential equations applied to finance. Thursday, December 12, 2013. January 11 - May 20, 2016. AMS 2015 Fall Eastern Sectional Meeting. Saturday - Sunday, November 14-15, 2015. Rutgers University, New Brunswick, NJ. Fifth International Conference on Mathematics in Finance. August 24-29, 2014. Skukuza, Kruger National Park.
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. Selected Interesting Papers from MFA Conference. At 07:25 Paper Review. The trackback url will expire after 23:59:59 today. Short-Term Trading Skill: An Analysis of Investor Heterogeneity and Execution Quality. This paper detects e...
Financial Mathematics Group - Welcome!
Our history can be traced back to early 1990s, when a group of mathematicians at the University of Warsaw became interested in financial mathematics. Today we form an independent unit at the Faculty of Mathematics, Informatics and Mechanics, University of Warsaw, with 17 staff members. The Master's Programmes are appropriate for students with good mathematical background knowledge and interests in financial or actuarial applications. 26th IFIP TC7 Conference 2013. Advances in Mathematics of Finance.
山东大学中泰证券金融研究院官方网站
主题: Stochastic Stackelberg Differential Games between An Insurer and A Reinsurer. 时间: 2017年12月28日10 30-11 30. 主题: Optimal dividend strategy for ageneral diffusion process with time-inconsistent preferences and penalty costfor ruin. 时间: 2017 年 12 月 2 日. 时间: 2017年 11月 26日. Jordan Stoyanov 教授和陈松蹊教授学术报告 . Probability, Uncertainty and Quantit. 地址 山东济南市山大路27号 电话 0531-88382056 邮编 250100.
Quantitative Finance Research Group | SNS
No Free Lunch Seminars. The focus of research at Quantitative Finance Group is the investigation by means of quantitative methodologies, both analytical and empirical, of several aspects of financial markets at different time scales. We can profit from numerous national and international collaborations with universities, research centers, banks, investment groups, IT societies and supervisory institutions. March 23, 2018. Frontiers in High-Frequency Financial Econometrics 2018. March 14, 2018. Luciano Ca...
Master of Science in Mathematical Finance | Master of Science in Mathematical Finance | UNC Charlotte
Skip to main content. Master of Science in Mathematical Finance. Belk College of Business. Master of Science in Mathematical Finance. The Mathematical Finance program is a designated STEM allowing for a total of 29 months of OPT. December 11, 2017. Wells Fargo turns to UNC Charlotte’s Belk College of Business for top talent. October 26, 2017. 16 ranking for UNC Charlotte’s M.S. in Mathematical Finance. October 17, 2017. Four honored at 2017 Belk College Alumni Awards. April 27, 2018 - 10:00 AM. April 27,...
Wagner Math Finance Home Page
Wagner Math Finance uses the power of mathematics to produce solutions for our clients in finance and industry. We have the quantitative skills to provide financial planners, portfolio managers and risk management professionals with effective software and consulting solutions. Our solutions take the form of ready-to-use off the shelf software for portfolio optimization. And portfolio management style analysis. As well as customized software modules and consulting. RSP In The News.
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