Category talk:Quantitative finance

From LiteratePrograms

Jump to: navigation, search

MCQF

Go to the article

take into account this remarks:

main distinction in quantitative finance is between the two sub-categories below:
1. sell-side/pricing, that lives in the risk-neutral measure and is concerned with calibration.
2. buy-side/management, that lives in the real measure and is concerned with estimation.

External links to explore

  • Matlab program files for Stochastic Differential Equations - Craig L. Zirbel
Views