Quantitative finance collector
C++ Matlab VBA/Excel Java Mathematica R/Splus Net Code Site Other
Title Added by Added on
[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 » VBA/Excel] Real option case study abiao 2008/09/22
[Code » Code site] Peter J Acklam inverse normal cumulative distribution abiao 2008/09/19
[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 » Matlab] Monte Carlo arithmetic average price Asian option abiao 2008/09/14
[Code » VBA/Excel] Constant Maturity Swap (CMS) option pricing abiao 2008/09/13
[Code » VBA/Excel] Normal Inverse Gaussian option pricer abiao 2008/09/12
[Code » C++] Mixed Integer Linear Programming (MILP) solver abiao 2008/09/11
[Code » Matlab] Pricing American Options abiao 2008/09/09
[Code » VBA/Excel] Bootstrapping interest rate curve abiao 2008/09/08
[Code » Matlab] Variance reduction by antithetic variable abiao 2008/09/07
[Code » VBA/Excel] Term Structure Lattice to Price Bermudan swaption abiao 2008/09/06
[Code » Matlab] Crank-Nicolson for a European put abiao 2008/09/05
[Code » R/Splus] evolutionary algorithm optimization abiao 2008/09/04
[Code » C++] Finite Element package abiao 2008/09/03
[Code » C++] Vasicek model in binomial tree abiao 2008/09/02
[Code » Code site] Code for Quantitative Macroeconomics abiao 2008/09/01
[Code » C++] Libor Market Model: Theory and Implementation source code abiao 2008/08/31
[Code » Matlab] European Exchage Options abiao 2008/08/30
[Code » Matlab] brownian bridge simulation abiao 2008/08/29
[Code » VBA/Excel] Swaption valuation abiao 2008/08/28
[Code » Matlab] principal component analysis abiao 2008/08/27
[Code » VBA/Excel] Nelson Siegel interest rate model calibration abiao 2008/08/26
[Code » Mathematica] Combinatorica mathematica package abiao 2008/08/25
[Code » C++] PSOR for American option abiao 2008/08/24
[Code » VBA/Excel] Finance IQ test abiao 2008/08/23
Pages: 9/12 First page Previous page 4 5 6 7 8 9 10 11 12 Next page Final page [ View by Articles | List ]