Directory of Quant Jobs, Open Source Software for Quantitative Finance & Trading

Recent Quantitative Finance Jobs

Recent Quantitative Finance Software

Public Sector Credit Framework - Open Source (2012/5/6)
Mersenne Twister VBA Class (2012/5/6)
Bootstrapping TSY Yield Curve (2011/9/19)
Open Source Algorithmic Trading System based on Esper, Spring, InteractiveBrokers and FIX (2011/8/15)
US Recession prediction (2011/4/4)

Recent Quantitative Finance Topics

Forum	Topic	Replies	Views	Last Post
QuantFinance	Open Source Government Credit Rating Tool - Mostly Written in C	0	87	2012/5/6 9:51 joffemd
Software	Matlab codes for barrier option pricing using Monte Carlo	2	1973	2012/4/26 4:56 PierreLC
QuantFinance	Which data should I use for backtesting?	0	516	2012/1/26 4:38 david321
Software	Backtesting Option Strategies	1	2516	2012/1/20 22:05 silahian
QuantFinance	Hull White 2 factor model	0	1012	2011/12/15 10:00 beatnik

Recent Comments

Code Request Page	FAQ	Anonymous	2012/5/12 6:22
Demo of using Importance sampling in pricing of a Plain Vanilla Option	Software	Anonymous	2012/5/9 1:19
Augmented Dickey Fuller Test (ADF) in Excel VBA	Software	Anonymous	2012/5/6 5:36
CDO Pricing in Gaussian Copula	Software	Anonymous	2012/5/4 15:00
Code Request Page	FAQ	Anonymous	2012/5/3 13:30

Recent Quant Links

Recent Quant Papers

An efficient lattice algorithm for the Libor Market Model (Fri, 28-Oct-2011)
Easy calculation of Parametric Value at Risk (Fri, 15-Apr-2011)
ON THE MODELLING, DESIGN AND VALUATION OF COMMODITY DERIVATIVES (Fri, 18-Mar-2011)
fromulas and sample GUI for options (Fri, 18-Mar-2011)
Stochastic Calculus: Applications in Finance (Fri, 18-Mar-2011)

Recent FAQs List

Recent Quant Classifieds

Title	Price	Dated	Location
For Sale: Implement Scientific papers		2012/2/13	Paris
For Sale: Available for part time consulatation/ programming	50 US$	2010/10/23	New York
For Sale: Available for part time consulatation/ programming	20 US$	2010/10/5	New York
For Sale: We provide consulting services in quantitative investment research and risk management.	1 US$	2008/2/24	94119 San Francisco
For Sale: Optimization Projects consultant	150 US$	2008/1/12	US Or Canada

New Members

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