Quantitative finance collector
C++ source code for investment calculator
Title Added by Added on
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[Code » C++] c++ for finance abiao 2009/03/11
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[Code » C++] Multidimensional numerical integration abiao 2008/10/14
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[Code » C++] Numerical valuation of convertible bonds abiao 2008/09/18
[Code » C++] Spread option valuation abiao 2008/09/17
[Code » C++] Cliquet option with Jump-Diffusion Bates Model abiao 2008/09/16
[Code » C++] Mixed Integer Linear Programming (MILP) solver abiao 2008/09/11
[Code » C++] Finite Element package abiao 2008/09/03
[Code » C++] Vasicek model in binomial tree abiao 2008/09/02
[Code » C++] Libor Market Model: Theory and Implementation source code abiao 2008/08/31
[Code » C++] PSOR for American option abiao 2008/08/24
[Code » C++] Monte Carlo Pricer Black Derman Toy Model abiao 2008/07/30
[Code » C++] CDO Pricing in Gaussian Copula abiao 2008/07/28
[Code » C++] Mersenne Twister random number generator abiao 2008/07/26
[Code » C++] Singular value decomposition abiao 2008/07/26
[Code » C++] A lightweight C++ library for quantitative finance applications abiao 2008/07/25
[Code » C++] C++ Financial Algoritms (Financial Numerical Recipes) abiao 2008/07/25
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