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Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700

 

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News: Are Financial Markets an aspect of Quantum World?. (arXiv:1305.1559v1 [q-fin.GN])

17 days ago - q-fin updates on arXiv.org

News: A Fokker-Planck description for the queue dynamics of large tick stocks. (arXiv:1304.6819v1 [q-fin.TR])

29 days ago - q-fin updates on arXiv.org

News: On option pricing in illiquid markets with jumps. (arXiv:1304.4690v1 [q-fin.PR])

37 days ago - q-fin updates on arXiv.org

News: A new closed-form solution as an extension of the Black–Scholes formula allowing smile curve plotting

46 days ago - Taylor and Francis: Quantitative Finance: Table of Contents