Category talk:Quantitative finance
Go to the article
take into account this remarks:
main distinction in quantitative finance is between the two sub-categories below: 1. sell-side/pricing, that lives in the risk-neutral measure and is concerned with calibration. 2. buy-side/management, that lives in the real measure and is concerned with estimation.
- Matlab program files for Stochastic Differential Equations - Craig L. Zirbel