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[Code » Matlab] MATLAB  routines for risk and portfolio management abiao 2008/10/17
[Code » Matlab] Bayesian Copula Selection abiao 2008/10/15
[Code » Matlab] Crank-Nicholson finite difference solution of American option abiao 2008/10/06
[Code » Matlab] Up-and-out call option by Monte Carlo abiao 2008/10/03
[Code » Matlab] Variance swap hedging under Heston volatility abiao 2008/10/01
[Code » Matlab] Solving PDE implicit / explicit methods abiao 2008/09/29
[Code » Matlab] Nearest Neighbour Algorithm to forecast Stock Prices abiao 2008/09/27
[Code » Matlab] FFT computation of option prices abiao 2008/09/26
[Code » Matlab] Rank reduction of correlation matrices by majorization abiao 2008/09/24
[Code » Matlab] Option greeks analysis abiao 2008/09/23
[Code » Matlab] Monte Carlo arithmetic average price Asian option abiao 2008/09/14
[Code » Matlab] Pricing American Options abiao 2008/09/09
[Code » Matlab] Variance reduction by antithetic variable abiao 2008/09/07
[Code » Matlab] Crank-Nicolson for a European put abiao 2008/09/05
[Code » Matlab] European Exchage Options abiao 2008/08/30
[Code » Matlab] brownian bridge simulation abiao 2008/08/29
[Code » Matlab] principal component analysis abiao 2008/08/27
[Code » Matlab] Floating Strike Lookback Option abiao 2008/08/22
[Code » Matlab] Copula simulation and estimation abiao 2008/08/17
[Code » Matlab] GEV distribution and density function abiao 2008/08/15
[Code » Matlab] Multivariate normal CDF abiao 2008/08/14
[Code » Matlab] halton and sobol sequences abiao 2008/08/06
[Code » Matlab] Beasley-Springer-Moro inverse normal abiao 2008/08/05
[Code » Matlab] State space model toolbox abiao 2008/08/02
[Code » Matlab] Sobol and Generalised Faure sequences abiao 2008/08/01
[Code » Matlab] Code for Financial Modeling Under Non-Gaussian Distributions abiao 2008/07/30
[Code » Matlab] Calibration of a binomial tree to the volatility surface abiao 2008/07/30
[Code » Matlab] calibration of the Heston SV model abiao 2008/07/29
[Code » Matlab] simulating a two-dimensional variance gamma process with Clayton dependence structure abiao 2008/07/28
[Code » Matlab] Kalman filter toolbox for Matlab abiao 2008/07/27
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