Category talk:Quantitative finance
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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