Quantitative finance collector

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：option

Title Added by Added on
[Code » VBA/Excel] Real option case study abiao 2008/09/22
[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 » Matlab] Pricing American Options abiao 2008/09/09
[Code » Matlab] European Exchage Options abiao 2008/08/30
[Code » C++] PSOR for American option abiao 2008/08/24
[Code » Matlab] Floating Strike Lookback Option abiao 2008/08/22
[Code » Other] Perl Option Pricing Project abiao 2008/08/16
[Code » VBA/Excel] Real Option Models in Valuation abiao 2008/08/10
[Code » Net] Barrier Option Calculator abiao 2008/08/04
[Code » VBA/Excel] Monte Carlo Chooser Option abiao 2008/08/03
[Code » VBA/Excel] Entire Equity and Monetary Option Formulas abiao 2008/07/31
[Code » R/Splus] download option price data from Yahoo abiao 2008/07/29
[Code » Java] Monte Carlo Pricer of Barrier, Knock in and out Options with Jump-Diffusion abiao 2008/07/28
[Code » VBA/Excel] Outperformance Options Price abiao 2008/07/27
[Code » VBA/Excel] Rainbow Option Price abiao 2008/07/27
[Code » Matlab] American Options via Monte Carlo Simulations abiao 2008/07/27
[Code » Matlab] Asian Option Pricing abiao 2008/07/27
[Code » Net] Online Option Calculator abiao 2008/07/26
[Code » Matlab] Monte Carlo Simulation Spread Options abiao 2008/07/26
[Code » Code site] On-Line Options Pricing & Probability Calculators abiao 2008/07/25
[Code » Matlab] Global Derivatives Option Pricing Matlab Code abiao 2008/07/25
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