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Jan 29

Free C++, Matlab, and VBA code for derivative pricing

Posted by abiao at 12:02 | Code » Code site | Comments(13) | Reads(17617)
Volopta is a site I came across yesterday, it contains free C++, Matlab, and VBA code for derivatives pricing. Derivatives categories include equity options, options on bonds, swaps, swaptions, options on futures, variance swaps, collateralized debt obligations, credit default swaps, volatility models, etc.

At the moment the files uploaded are only a few, which is understandable considering it is a newly launched website, take a look if interested, http://www.volopta.com/index.html.

Have a nice weekend.


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Nice post . keep up the good work!
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