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

 

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News: Chi-square simulation of the CIR process and the Heston model. (arXiv:0802.4411v5 [q-fin.CP] UPDATED)

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

News: Research Library: ‘The Formula That Killed Wall Street’? The Gaussian Copula and the Material Cultures of Modell... http://t.co/85h5ov2A

333 days ago - MoneyScience Twitter Stream

News: Research Library: ‘The Formula That Killed Wall Street’? The Gaussian Copula and the Material Cultures of Modell... http://t.co/85h5ov2A

333 days ago - MoneyScience Twitter

News: moneyscience: Research Library: ‘The Formula That Killed Wall Street’? The Gaussian Copula and the Material Cultures of Modell... http://t.co/85h5ov2A

333 days ago - Twitter / moneyscience

News: Research Library: ‘The Formula That Killed Wall Street’? The Gaussian Copula and the Material Cultures of Modell... http://t.co/85h5ov2A

333 days ago - MoneyScience Twitter Stream

News: Research: Generalized Gaussian Bridges. (arXiv:1205.3405v1 [math.PR]) http://t.co/4lTrWV4Z

370 days ago - MoneyScience Twitter Stream

News: Research: Generalized Gaussian Bridges. (arXiv:1205.3405v1 [math.PR]) http://t.co/4lTrWV4Z

370 days ago - MoneyScience Twitter Stream