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I was wondering if there are any models that allow distributions to evolve in time? It seems fairly obvious while analyzing any type of market data that the underlying probability distributions are anything but stationary; their statistical variables change on a fairly small time scale in many...

I was wondering if anyone here is currently using R for financial engineering applications, or has any input or resources about it's applicability; thanks in advance-

I was wondering if anyone had any good experiences with a particular .NET library including common algorithms in quantitative finance.

I was wondering how different distributions (such as the normal distribution) are affected when calculated in a risk neutral measure (I'm new to this)