Quantitative Finance Collector is a blog on Quantitative finance analysis, methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management.
Tags：barrier
| Title | Added by | Added on |
| [Code » Mathematica] Down and Out Call Barrier Option | abiao | 2010/04/28 |
| [Code » C++] Barrier Option Pricing Using Adjusted Transition Probabilities | abiao | 2010/04/05 |
| [Code » Matlab] Up-and-out call option by Monte Carlo | abiao | 2008/10/03 |
| [Code » Net] Barrier Option Calculator | abiao | 2008/08/04 |
| [Code » Java] Monte Carlo Pricer of Barrier, Knock in and out Options with Jump-Diffusion | abiao | 2008/07/28 |
