Mathematics and Statistics for Financial Risk Management

Wiley Finance Books

The NAG Fortran Library

Numerical Algorithms Group

The NAG C Library

Numerical Algorithms Group

News: They are also responsible for the analysis of financial time series data based on various time frequencies (main... http://t.co/7nqMDAcf

443 days ago - High Frequency Trading -job, -jobs - Twitter Search

They are also responsible for the analysis of financial time series data based on various time frequencies (main... http://t.co/7nqMDAcf

News: Exponential smoothing and regressors: (This article was first published on Research tips » R, and kin... http://t.co/AElAov76 #rstats

449 days ago - #rstats - Twitter Search

Exponential smoothing and regressors: (This article was first published on Research tips » R, and kin... http://t.co/AElAov76 #rstats

News: A Black--Scholes Model with Long Memory. (arXiv:1202.5574v1 [q-fin.PR])

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

This note develops a stochastic model of asset volatility. The volatility obeys a continuous-time autoregressive equation. Conditions under which the process is asymptotically...

Blog: A Black--Scholes Model with Long Memory. (arXiv:1202.5574v1 [q-fin.PR])

Quantitative Finance at arXiv 450 days ago

News: Any good tutorial on how to use R for AR and MA processes? Also,for stationarity tests and unit root tests? #rstats

450 days ago - #rstats - Twitter Search

Any good tutorial on how to use R for AR and MA processes? Also,for stationarity tests and unit root tests? #rstats

News: @myEN #rstats - Revolutions: Coefplot: New Package for Plotting Model Coefficients - http://t.co/QBTbzmtC

462 days ago - #rstats - Twitter Search

@myEN #rstats - Revolutions: Coefplot: New Package for Plotting Model Coefficients - http://t.co/QBTbzmtC

Blog: Ensemble properties of high frequency data and intraday trading rules

Econophysics Forum 463 days ago

Blog: Ensemble properties of high frequency data and intraday trading rules. (arXiv:1202.2447v1 [q-fin.TR])

Quantitative Finance at arXiv 464 days ago

News: Ensemble properties of high frequency data and intraday trading rules. (arXiv:1202.2447v1 [q-fin.TR])

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

We demonstrate that a stochastic model consistent with the scaling properties of financial assets is able to replicate the empirical statistical properties of the S&P 500 ...

News: They are also responsible for the analysis of financial time series data based on various time frequencies (main... http://t.co/n7J4kV8I

466 days ago - High Frequency Trading -job, -jobs - Twitter Search

They are also responsible for the analysis of financial time series data based on various time frequencies (main... http://t.co/n7J4kV8I