mfcodecollector.blogspot.com
Math Finance Code Collector: Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model
http://mfcodecollector.blogspot.com/2009/08/cumulative-distribution-function-of-cdo.html
Math Finance Code Collector. Monday, August 10, 2009. Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model. Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model. 13 Mar 2006 (Updated 13 Mar 2006). For the codes, pls see http:/ www.mathworks.com/matlabcentral/fileexchange/10330. Posted by gamma sf. Subscribe to: Post Comments (Atom). Blog Postings by Topics.
mfcodecollector.blogspot.com
Math Finance Code Collector: Variance Ratio Test
http://mfcodecollector.blogspot.com/2009/08/variance-ratio-test.html
Math Finance Code Collector. Monday, August 10, 2009. By Anis Ben Hassen. 16 Sep 2005 (Updated 01 Feb 2006). For the codes, pls see http:/ www.mathworks.com/matlabcentral/fileexchange/8489. Posted by gamma sf. Subscribe to: Post Comments (Atom). Blog Postings by Topics.
mfcodecollector.blogspot.com
Math Finance Code Collector: PlotMeTheGreeks
http://mfcodecollector.blogspot.com/2009/08/plotmethegreeks.html
Math Finance Code Collector. Monday, August 10, 2009. 19 Mar 2006 (Updated 23 Mar 2006). For the codes, pls see http:/ www.mathworks.com/matlabcentral/fileexchange/10428. Posted by gamma sf. Subscribe to: Post Comments (Atom). Blog Postings by Topics.
mfcodecollector.blogspot.com
Math Finance Code Collector: Interactive Efficient Frontier Viewer
http://mfcodecollector.blogspot.com/2009/08/interactive-efficient-frontier-viewer.html
Math Finance Code Collector. Monday, August 10, 2009. Interactive Efficient Frontier Viewer. Interactive Efficient Frontier Viewer. 02 May 2006 (Updated 15 May 2006). For the codes, pls see http:/ www.mathworks.com/matlabcentral/fileexchange/10949. Posted by gamma sf. January 27, 2014 at 9:26 PM. Pretty good post. I found your website perfect for my needs. Thanks for sharing the great ideas. June 2, 2015 at 6:23 PM. September 16, 2015 at 6:55 PM. Subscribe to: Post Comments (Atom). Blog Postings by Topics.
sctcm.blogspot.com
Structured Credit Derivatives - The Basis: March 2008
http://sctcm.blogspot.com/2008_03_01_archive.html
Structured Credit Derivatives - The Basis. Credit derivatives, quantitative finance, hedge fund, macro trend. Tuesday, March 4, 2008. Focus Capital - Forced to Liquidate. Hedge fund land is littered with bodies and body parts. The latest slaughter is on equity hedge fund Focus Capital. It lost 80% to 100% of the fund nav which was about 1bn at the beginning of Feb. In a letter to investors Focus said it was hit by “violent short-selling by other market participants” which meant it could not m...A spokesm...
sctcm.blogspot.com
Structured Credit Derivatives - The Basis: Nassim Taleb's Antifragile Show as Word Cloud
http://sctcm.blogspot.com/2012/12/nassim-talebs-antifragile-show-as-word.html
Structured Credit Derivatives - The Basis. Credit derivatives, quantitative finance, hedge fund, macro trend. Friday, December 28, 2012. Nassim Taleb's Antifragile Show as Word Cloud. I just finished reading Antifragile this holiday break. I have created the following word cloud to summary his book. Enjoy it. Subscribe to: Post Comments (Atom). Morgan Stanley: Global Strategy Roundup. US Market Commentary from Seeking Alpha. Morgan Stanley: Global Economic Forum. Math Finance Code Collector.
sctcm.blogspot.com
Structured Credit Derivatives - The Basis: October 2012
http://sctcm.blogspot.com/2012_10_01_archive.html
Structured Credit Derivatives - The Basis. Credit derivatives, quantitative finance, hedge fund, macro trend. Sunday, October 28, 2012. Andrew Ng's ML - Anomaly Detection. Anomaly detection problem is the last programming assignment of Andrew Ng's Machine Learning course at Coursera. Andrew Ng also teaches a full machine learning course at Stanford. You can google the lecture videos of this course. Here, I am taking you through the type of problems students are expected to complete. 2) Learn to Program.
mfcodecollector.blogspot.com
Math Finance Code Collector: Quantitative Finance Collector
http://mfcodecollector.blogspot.com/2009/08/quantitative-finance-collector.html
Math Finance Code Collector. Tuesday, 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. Posted by gamma sf. Subscribe to: Post Comments (Atom). Blog Postings by Topics.