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[Code » Matlab] Floating Strike Lookback Option abiao 2008/08/22
[Code » VBA/Excel] Markowitz Efficient Frontier stock portfolio abiao 2008/08/21
[Code » R/Splus] Visualize Copulas abiao 2008/08/20
[Code » Java] Java Quantlib abiao 2008/08/19
[Code » VBA/Excel] SABR stochastic volatility model abiao 2008/08/18
[Code » Matlab] Copula simulation and estimation abiao 2008/08/17
[Code » Other] Perl Option Pricing Project abiao 2008/08/16
[Code » Matlab] GEV distribution and density function abiao 2008/08/15
[Code » Matlab] Multivariate normal CDF abiao 2008/08/14
[Code » VBA/Excel] Equity linked notes abiao 2008/08/13
[Code » R/Splus] Process Simulation in R abiao 2008/08/12
[Code » Code site] Optimization packages abiao 2008/08/11
[Code » VBA/Excel] Real Option Models in Valuation abiao 2008/08/10
[Code » VBA/Excel] Brinson performance attribution abiao 2008/08/09
[Code » R/Splus] R-code for Vasicek estimation abiao 2008/08/08
[Code » VBA/Excel] Valuing Warrants under dilution abiao 2008/08/07
[Code » Matlab] halton and sobol sequences abiao 2008/08/06
[Code » Matlab] Beasley-Springer-Moro inverse normal abiao 2008/08/05
[Code » Net] Barrier Option Calculator abiao 2008/08/04
[Code » VBA/Excel] Monte Carlo Chooser Option abiao 2008/08/03
[Code » Matlab] State space model toolbox abiao 2008/08/02
[Code » Matlab] Sobol and Generalised Faure sequences abiao 2008/08/01
[Code » VBA/Excel] Entire Equity and Monetary Option Formulas abiao 2008/07/31
[Code » Matlab] Code for Financial Modeling Under Non-Gaussian Distributions abiao 2008/07/30
[Code » Code site] Black Scholes in Multiple Languages abiao 2008/07/30
[Code » Matlab] Calibration of a binomial tree to the volatility surface abiao 2008/07/30
[Code » C++] Monte Carlo Pricer Black Derman Toy Model abiao 2008/07/30
[Code » R/Splus] download option price data from Yahoo abiao 2008/07/29
[Code » VBA/Excel] Fama's Return Decomposition abiao 2008/07/29
[Code » VBA/Excel] Receiver Swaption Price abiao 2008/07/29
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