Directory of Open Source Software for Quantitative Finance & Trading

Recent Quantitative Finance Jobs

Recent Quantitative Finance Software

Quantitative Finance Library for Java by Idylwood Technologies (2013/5/18)
ActiveQuant (2013/2/9)
Code Financial Modelling (2012/10/25)
Public Sector Credit Framework - Open Source (2012/5/6)
Mersenne Twister VBA Class (2012/5/6)

Recent Quantitative Finance Topics

Forum	Topic	Replies	Views	Last Post
QuantFinance	Contractor Needed	0	52	2013/5/22 1:25 aanani
QuantFinance	Help for Hull-White model	0	306
QuantFinance	Pricing swap derivatives: MC simulation with CIR one factor (methodology question)	0	350
QuantFinance	Copulas and VBA Mismatch error	4	4630
QuantFinance	Matlab Code to check for arbitrage in implied volatility surface ?	0	545

Recent Comments

Finite Difference Methods for American Option	Software	Anonymous	2013/2/10 12:39
Yield Curve Paremeterization using NS	Software	Anonymous	2013/2/1 7:05
Gaussian, Student ,Clayton, Frank and Gumbel copulas	Software	Anonymous	2013/1/30 17:55
Asian option price using binomial tree	Software	Anonymous	2013/1/30 7:52
LSM Monte Carlo for American Options Pricing	Software	Anonymous	2013/1/28 1:27

Recent Quant Links

Recent Quant Papers

An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk (Wed, 22-May-2013)
An efficient lattice algorithm for the Libor Market Model (Fri, 28-Oct-2011)
Easy calculation of Parametric Value at Risk (Fri, 15-Apr-2011)
ON THE MODELLING, DESIGN AND VALUATION OF COMMODITY DERIVATIVES (Fri, 18-Mar-2011)
fromulas and sample GUI for options (Fri, 18-Mar-2011)

Recent FAQs List

Recent Quant Classifieds

Title	Price	Dated	Location
For Sale: Implement Scientific papers		2012/2/13	Paris
For Sale: Available for part time consulatation/ programming	50 US$	2010/10/23	New York
For Sale: Available for part time consulatation/ programming	20 US$	2010/10/5	New York
For Sale: We provide consulting services in quantitative investment research and risk management.	1 US$	2008/2/24	94119 San Francisco

New Members

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