Quantitative finance collector
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Title Added by Added on
[Code » Matlab] VaR and Expected shortfall under Generalized Student t abiao 2008/11/06
[Code » R/Splus] Quantitative Risk Management R package abiao 2008/11/05
[Code » C++] Levenberg-Marquardt nonlinear least squares algorithms abiao 2008/11/04
[Code » Other] Newey and West Covariance Matrix Estimator abiao 2008/11/03
[Code » Matlab] Calibrating the Ornstein-Uhlenbeck model abiao 2008/10/31
[Code » Code site] Econometrics Software abiao 2008/10/30
[Code » Net] Black Litterman Portfolio Allocation abiao 2008/10/29
[Code » VBA/Excel] Hull-White Term Structure Model abiao 2008/10/28
[Code » Net] Fourier Space Time-stepping (FST) option calculator abiao 2008/10/27
[Code » Matlab] Nearest correlation matrix abiao 2008/10/24
[Code » Matlab] MySQL and Matlab abiao 2008/10/23
[Code » R/Splus] Rmetrics - Basics of Option Valuation abiao 2008/10/22
[Code » C++] Singular Value Decomposition abiao 2008/10/21
[Code » Matlab] Heston model pricing and calibration abiao 2008/10/20
[Code » Matlab] MATLAB  routines for risk and portfolio management abiao 2008/10/17
[Code » Other] Code search portal abiao 2008/10/16
[Code » Matlab] Bayesian Copula Selection abiao 2008/10/15
[Code » C++] Multidimensional numerical integration abiao 2008/10/14
[Code » R/Splus] Econometric tools for performance and risk analysis abiao 2008/10/13
[Code » VBA/Excel] Decomposing rating transition matrices abiao 2008/10/10
[Code » Code site] Collection of R codes abiao 2008/10/09
[Code » VBA/Excel] OLS Regression with missing values abiao 2008/10/07
[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 » C++] Trinomial tree class for short rate model abiao 2008/10/02
[Code » Matlab] Variance swap hedging under Heston volatility abiao 2008/10/01
[Code » VBA/Excel] Vasicek Model calibration and simulation abiao 2008/09/30
[Code » Matlab] Solving PDE implicit / explicit methods abiao 2008/09/29
[Code » Mathematica] Unified Asian Option Pricing abiao 2008/09/28
[Code » Matlab] Nearest Neighbour Algorithm to forecast Stock Prices abiao 2008/09/27
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