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Category: Java View Full Details
Download Now!The Bubble Index
Submitter: ttrott Date: 2015/3/16
The Bubble Index, a Java (TM) application to measure the level of financial bubbles. Published with GNU General Public License version 2 (GPLv2).

**A Java (TM) application designed to monitor Log-Periodic Power Law (LPPL) oscillations in financial markets. All results can be viewed at:**

For information on the algorithm see:

Feel free to comment, suggest changes, or point out bugs/problems.

Downloaded 27 times  27  File Size 0 bytes  Supported Platforms Java 7 with CUDA  Home Page
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Category: C++ View Full Details
Download Now!Windows / Linux / Unix Real-time Options Calculator 136 Models
Submitter: ABradford Date: 2015/3/6
Real-time Option Chain Control System for Windows/Linux/Unix.
It supports 136 theoretical option models. It's not a 1 line options calculator but rather is a full control system giving option chains. Its the most comprehensive open source options program on the Internet. It uses Financial Numerical Recipes in C++ (Bernt Arne Oedegaard) and Meta Systems AS metaoptions-0.0.4 (Bjorn Augestad) option libraries and more. Full source code is provided.

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Rating: 8.00 (2 votes)
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Category: Excel View Full Details
Download Now!Excel Add-In (inspired by "Financial Numerical Recipes in C++")
Submitter: csjp Date: 2015/2/22
Via Excel Add-In, make C++ routines in "Financial Numerical Recipes" accessible as built-in functions in Excel.

Contents: the time of value, bond pricing with a flat term structure, future algorithms, binomial option pricing, basic option pricing (the Black Scholes formula), Warrants, extending the Black Scholes formula, option pricing with binomial approximation, finite differences, option pricing by simulation, average lookback and other exotic options, generic binomial pricing, trinomial trees, alternatives to the Black Scholes type option formula, pricing of bond pricing (basic models), credit risk, binomial term structure models, interest rate trees and term structure derivatives.

Downloaded 5139 times  5139  File Size 0 bytes  Supported Platforms WIN, Excel, C++  Home Page
Rating: 9.00 (3 votes)
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