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cds
- CDS的估值插件,ISDA请JP Morgan开发的-The valuation of CDS plug-ins, ISDA developed by JP Morgan, please
Understanding Algo Trading JP Morgan
- 这是JP摩根关于交易算法的实用分析巨著,英文版,是同学留学期间传回的重要参考文献,其中有一些matlab案例,十分优秀-This is JP Morgan the practical analysis masterpiece on trading algorithms, in English, is an important reference for students while studying returns, including some matlab cases, very good
m_break
- his a direct and complete translation of the Gauss codes of Bai, J. and P. Perron (1998) Estimating and Testing Linear Models with Multiple Structural Changes Econometrica, vol 66, 47-78 and Bai, J. and P. Perron (2003) Computation and Analysis
