Quantitative Models in Finance

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eBook

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Opiniões e fatos em finanças (Facts and Opinions in finance)

Math and the financial fiasco by S. Shreve
The failure of macroeconomics in America
W. Doeblin and Doeblin prize

Artigos interessantes (Interesting papers)

Comments on the life and legacy of the mathematician Wolfgang Doeblin
A short history of stochastic integration

Math & Finance in the Web

American Mathemtical Society
Bachelier Finance Society
Bernoulli Society
Brazilian Finance Society
Centre of Mathematics for Applications
Fields Institute
IMPA
MSRI
SIAM
SSRN eLibrary

Followers

Econometria I

Econometria com o R
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Dados utilizados no texto (Data used in the book)

Novos dados Apêndice do capítulo 2 ( New data for Appendix - chapter 2)
Apêndice do capítulo 2 (chapter 2)
Apêndice do capítulo 10 (chapter 10)

Sites citados no livro (Sites mentioned in the book)

Fisher Black, the mathematician by G. Chichilnisky
Kyosi Itô at the AMS
Real Options in Petroleum

Códigos MATLAB (MATLAB codes)

Browniano padrão antitético (standard Brownian: antithetic paths)
Browninano padrão (standard Brownian)
Normal bivariada (bivariate normal)
Processo geométrico Browniano (geometric Brownian motion)
Superfície Black e Scholes (Black and Scholes surface)
Trajetórias do movimento de reversão (paths of the mean reverting process)

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