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Recent Quant Finance Jobs

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Skill	Java	C# .NET	Matlab	Mathematica	C++	Database	Excel
Location	New York	Chicago	London	Paris	Tokyo	Singapore	Canada
Role	Analyst	Developer	Structurer	Junior Quant	Senior Quant	Strategist	Rich Quant
Sector	Hedge Fund	Credit Derivatives	Mortgage	Trading	Equity Derivates	Front Office	Fixed Income

Recent Quantitative Finance Topics

Forum	Topic	Views	Last Post
Beginners	How do I use GSL on Visual C++ 2005 express?, PART II	267	2009/12/21 12:40 pedrogardete
Advanced	Greek Calculation for forex exotics	430	2009/11/24 4:50 gauravgads
Software	Event on High Frequency Trading, Feb 25, 2010, London	473	2009/11/16 18:34 ivg

Recent Quant Papers

An Equity-Interest Rate Hybrid Model with Stochastic Volatility and the Interest Rate Smile (Mon, 01-Feb-2010)
C++ FAQ LITE — Frequently Asked Questions (Sun, 24-Jan-2010)
Bruce Eckel's Thinking in Java (Sat, 23-Jan-2010)
Options on Realized Variance by Transform Methods: A Non-Affine Stochastic Volatility Model (Thu, 31-Dec-2009)
Closed form convexity and cross convexity adjustments for Heston prices (Thu, 31-Dec-2009)

Recent Quantitative Finance Software

Matlab Code: "Correlation expansions for CDO pricing" (2010/2/3)
Binomial Tree Plotting or display in Excel with multi node values (2009/11/27)
Asian American Option using Least Square monte carlo (2009/9/24)
Excel Add-In (inspired by "Financial Numerical Recipes in C++") (2009/7/23)
Generating Random variables from exponential distribution in Excel (2009/6/18)

Recent Quant Links