• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering.
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Coming soon.
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models.

yield curve

  1. W

    [Job] Yield Curve Analyst in Toronto, Canada

    Yield Curve Analyst in Toronto, Canada Primary Responsibilities: Construction and design of yield curves to analyze fixed income asset classes. Build analytics and tools using numerical methods applied to finance. Requirements of the Candidate include: PhD in a quantitative field. Deep...
  2. daleholborow

    Matlab code - Vasicek yield curve fitting, Various bond price models available

    Hi all Just finished my masters, and have a bit of code sitting around which I used in my thesis in case anyone wants it. Everything is in Matlab. I was working on a project trying various structural bond pricing models to price corporate bonds, and implemented the Merton 1974, Longstaff and...