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：simulation
| Title | Added by | Added on |
| [Code » Other] Fast Least Squares Monte Carlo Simulation for American Option | abiao | 2011/10/09 |
| [Code » Matlab] Numerical Simulation of Stochastic Differential Equations | abiao | 2011/03/16 |
| [Code » C++] Fast and Accurate Long Stepping Simulation of the Heston Stochastic Volatility Model | abiao | 2010/10/20 |
| [Code » Matlab] Simulation-Based Estimation of Contingent-Claims Prices | abiao | 2009/06/18 |
| [Code » Other] Uniform Random Number Generator | abiao | 2008/11/21 |
| [Code » Mathematica] Primitive polynomials for Sobol sequences | abiao | 2008/11/13 |
| [Code » R/Splus] Process Simulation in R | abiao | 2008/08/12 |
| [Code » Matlab] Stochastic simulation using MATLAB | abiao | 2008/07/27 |
