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Documents list for : Root

Name	Modification Date	Size	Summary
a short note on dynamic programming and pricing american options by monte carlo simulation (matlab code).pdf	2008/3/1	192 Ko
adftest.xls	2008/1/9	183 Ko
Allan Variance.ssc	2007/9/19	2 Ko
Andr	2008/1/15	31 Ko
Archive.zip	2010/6/29	3 Ko
Arup_Sarkar_Resume.pdf	2009/10/20	77 Ko
asianadi.cpp	2008/8/11	15 Ko
asiantest.cpp	2008/8/7	12 Ko
bericht124.pdf	2007/12/14	517 Ko
bilnear.xls	2008/2/2	48 Ko
blackformula.bas	2008/9/18	1 Ko
bondoption.cpp	2008/6/4	1 Ko
bond_fw_measure.xls	2008/6/12	58 Ko
bond_joint.xls	2007/12/21	58 Ko
bond_joint_test.xls	2007/12/22	61 Ko
Bootstrapping_.xls	2008/1/7	30 Ko
Bootstrapping_.xls	2008/1/7	30 Ko
burgess_arbitrage.pdf	2007/12/7	63 Ko
bw_filter.xls	2008/7/10	42 Ko
bw_filter.xls	2008/7/11	38 Ko
CDO_v3.zip	2010/2/3	7 Ko
CDO_v3.zip	2010/2/3	7 Ko
CDO_v3.zip	2010/2/3	7 Ko
cholesky.bas	2008/9/21	1 Ko
cir_bondprice.xls	2007/12/13	42 Ko
cir_bondprice_v2.xls	2007/12/13	46 Ko
cmsrateanalytical.xls	2008/9/18	56 Ko
cmsrateMC.xls	2008/9/18	131 Ko
cmstest.m	2008/3/17	2 Ko
cmstest.m	2008/9/18	2 Ko
cointtest.xls	2008/5/14	340 Ko
consdemo.m	2008/3/5	1 Ko
convtest.m	2008/2/21	1 Ko
copula_demo2.xls	2009/7/15	1359 Ko
Coursework.doc	2009/5/15	25 Ko
covariance.bas	2008/9/18	2 Ko
CreditCurve_Bootstrapping.xls	2008/1/14	83 Ko
CVJulienMessias.pdf	2008/6/1	92 Ko
CV_Ashish Sharma.doc	2008/7/3	67 Ko
dji.txt	2008/2/25	165 Ko
dktree.xls	2008/11/6	122 Ko
DOC_MC.m	2010/6/3	1 Ko
EigenValue.cls	2008/5/13	31 Ko
empirical.bas	2008/1/6	2 Ko
eurasian_mcopt.xls	2008/7/31	52 Ko
eur_mcopt.xls	2008/7/30	52 Ko
findCriticalUnderlyingValue.m	2010/6/29	3 Ko
GemanYorAsianOption.py	2009/11/17	3 Ko
GemanYorAsianOption.py	2009/11/18	3 Ko
GemanYorAsianOption.py	2010/2/9	4 Ko
GeneralBinAdditiveVanilla.m	2010/7/17	4 Ko
gmmtut.m	2008/2/3	3 Ko
gmmtut2.m	2008/2/5	3 Ko
hjmhulltree.xls	2008/8/27	241 Ko
hon.txt	2008/2/25	75 Ko
hullberm.cpp	2008/5/27	4 Ko
hullbond.m	2008/6/17	1 Ko
hullbondforward.cpp	2008/6/17	1 Ko
hulltest.m	2008/5/30	2 Ko
hullwhite_analytical.xls	2008/7/12	76 Ko
hullwhite_mcbondoptanlyt.xls	2008/7/12	78 Ko
hullwhite_mcswaption.xls	2008/9/16	83 Ko
hullwhite_mcswaption2.xls	2008/9/17	84 Ko
implicitbrennan.xls	2008/8/15	76 Ko
implicitpenalty.xls	2008/8/15	75 Ko
inarrear.cpp	2008/1/24	3 Ko
Integral.cls	2008/10/18	3 Ko
inttest.xls	2008/10/18	46 Ko
J.D. Opdyke - Fortune 50 client reference.pdf	2009/10/28	2040 Ko
kalmanbeta.m	2008/2/25	3 Ko
kalmanbeta5.m	2008/2/25	3 Ko
kalmanmle.m	2008/2/24	3 Ko
kalmantest.m	2008/2/22	1 Ko
kalmanvasicek.m	2008/3/6	6 Ko
LehmanCredDerivs.pdf	2007/12/21	343 Ko
levdemo.cpp	2008/5/21	3 Ko
levdemo.zip	2008/5/21	315 Ko
Levenberg.cls	2008/5/22	30 Ko
levenberg.xls	2008/5/22	130 Ko
lmm1f_v5.xls	2008/1/30	49 Ko
longstaffboundary.xls	2007/12/26	209 Ko
longstaffpolicy.xls	2007/12/25	216 Ko
longstafftest.xls	2007/12/24	158 Ko
Markowitz HowTo.txt	2008/9/7	2 Ko
MarkowitzPortfolioExSan3.18.U.zip	2009/2/9	2024 Ko
MarkowitzPortfolioExSan3.18.U.zip	2009/2/9	2024 Ko
matdiv.xls	2008/4/30	101 Ko
matmult2.txt	2008/9/21	1 Ko
MatrixModule5.bas	2008/5/9	5 Ko
mletut.m	2008/2/3	1 Ko
mvnrnd.bas	2008/9/23	6 Ko
Nelder.cls	2008/2/15	9 Ko
neldertut2.xls	2008/2/15	107 Ko
neldertut5.xls	2008/2/15	64 Ko
OAS-Orig Black Derman Toy (discrete).txt	2009/10/1	7 Ko
ols.m	2008/9/10	2 Ko
olserror.xls	2008/1/8	124 Ko
olstest.xls	2007/12/23	106 Ko
optStockBaw.m	2010/6/29	2 Ko
optStockBsm.m	2010/6/29	1 Ko
Orig Black Derman Toy Example.txt	2009/10/1	4 Ko
Orig Black Derman Toy Example.txt	2009/10/1	4 Ko
philperrontest.xls	2008/1/6	139 Ko
PortfolioMarkowitzExSan3.17.w.zip	2008/6/25	1469 Ko
Pricing and Risk Analysis of Correlation Products-Evidence of Synthetic CDOs.pdf	2007/9/4	516 Ko
Pricing Multivariate Options by Simulation.docx	2009/8/13	114 Ko
Professional info.doc	2009/5/15	28 Ko
Professional_references.doc	2009/4/16	41 Ko
psortput.m	2008/1/25	2 Ko
P_Savov_Resume.pdf	2008/7/12	63 Ko
quantlibgraph.cpp	2008/6/28	3 Ko
r.doc	2008/3/4	33 Ko
regresslater.xls	2007/12/27	158 Ko
regressnoworlater.xls	2007/12/27	195 Ko
RESUME-LANGE-JULIEN.pdf	2008/2/29	62 Ko
Resume_of_Diniar_M_Shroff_for_FE.doc	2008/6/30	191 Ko
Single Tranche Synthetic CDO in Excel.xls	2007/9/4	1589 Ko
Single Tranche Synthetic CDO in Excel.xls	2007/9/4	1589 Ko
start1.txt	2008/3/4	1 Ko
statutils.dll	2007/12/13	279 Ko
SVD5.cls	2008/5/9	21 Ko
TaLib_Python.zip	2009/5/13	116 Ko
TEST.txt	2009/7/23	1 Ko
testswaption.cpp	2008/9/16	4 Ko
TradingStrategies.rar	2009/2/3	1127 Ko
TradingStrategies.rar	2009/2/10	843 Ko
treedemo.xls	2009/11/27	42 Ko
TuzovViensAFfinal.pdf	2010/8/31	637 Ko
unitdemo.xls	2008/1/9	169 Ko
vasicek_bondoption2.xls	2008/7/9	63 Ko
vasicek_bondoption5.xls	2008/7/10	71 Ko
vasicek_bondprice.xls	2007/12/12	21 Ko
vasicek_dynamics.xls	2007/12/12	33 Ko
vasicek_joint_swaption.xls	2007/12/21	62 Ko
vasicek_mcbondprice.xls	2007/12/14	50 Ko
vasicek_mcbondprice_exact.xls	2007/12/16	48 Ko
vasicek_mcbondprice_v2.xls	2007/12/15	48 Ko
vasicek_swapption.xls	2007/12/18	55 Ko
vasicek_swaprate.xls	2007/12/18	37 Ko
vasicek_swapratenew.xls	2007/12/28	41 Ko
vasicek_swaption_jamshidian.xls	2007/12/22	85 Ko
yieldcurves.cpp	2008/7/2	2 Ko
Yield_DataUS_DE_CA.RData	2010/7/14	79 Ko