There are not many blogs on quantitative finance that I read. Blogs are not so popular anymore with the advent of the various social networks (facebook, stackoverflow, google plus, reddit, …). Here is a small list:
Clarus FT: often interesting statistics on the swap market, clearing, plus the more technical articles from Gary. Quants R Us: A relatively new blog with a promising starting post analyzing Andreasen-Huge one-step local-volatility algorithm with a Spline Fooling around with Quantlib: the blog from Peter Caspers, also relevant to non-Quantlib professionals has original insights such as Smile dynamics by densities or the Supernatural Libor Coupons. Read More… Copyright 2006-2016 Fabien Le Floc'h. This work is licensed under a Creative Commons Attribution 4.0 International License.