Blog: Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case

Quantitative Finance 9 days ago

News: Technical Guru- Mid level- No finance experience needed- US high frequency fund- $250K++ http://t.co/lhhm7YK3 #Quant #Jobs

6 hours ago - Twitter Search > Quant

Technical Guru- Mid level- No finance experience needed- US high frequency fund- $250K++ http://t.co/lhhm7YK3 #Quant #Jobs

News: 2012 Wagner Award Second-Place Winner is Michael Hartmann for "Short Term Alpha as a Predictor of Future Mutual Fund Performance" paper

5 hours ago - PR Newswire: Banking & Financial Services

LITTLETON, Colo., May 25, 2012 /PRNewswire/ -- The National Association of Active Investment Managers (NAAIM) has announced that Michael Hartmann is the 2012 second-place...

Blog: Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case

Quantitative Finance 9 days ago

News: High Frequency Researcher- statistical arbitrage to intraday- US Multi Asset Fund- $250K++ http://t.co/IcCEOCJA #Quant #Jobs

6 hours ago - Twitter Search > Quant

High Frequency Researcher- statistical arbitrage to intraday- US Multi Asset Fund- $250K++ http://t.co/IcCEOCJA #Quant #Jobs

News: I'm giving a hands-on workshop on #Wikipedia data analysis for researchers on June 29, in #wpac2012. Using #Python and R. #rstats #analytics

8 hours ago - #rstats - Twitter Search

I'm giving a hands-on workshop on #Wikipedia data analysis for researchers on June 29, in #wpac2012. Using #Python and R. #rstats #analytics