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There are 419 files in our database

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Category: Excel View Full Details
Download Now!Excel Add-In (inspired by "Financial Numerical Recipes in C++")
Submitter: csjp Date: 2014/7/10
Description:
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 4299 times  4299  File Size 0 bytes  Supported Platforms WIN, Excel, C++  Home Page http://csjp.coxslot.com
Rating: 10.00 (1 vote)
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Category: C++ View Full Details
Download Now!Order Book Test
Submitter: dhruvmadeka Date: 2014/2/19
Description:
An OrderBook Simulation for understanding and viewing.

Downloaded 187 times  187  File Size 0 bytes  Supported Platforms   Home Page Order Book Test
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Category: R View Full Details
Download Now!pure R intraday trading framework - PartB
Submitter: swilkening Date: 2014/2/19
Description:
I designed and implemented this pure R intraday trading framework.

It is lightweight, manages IBrealtimeBars >= 5sec smoothly and works well for Fx, futures and stocks.

(requires IBrokers, quantmod, mmap and blotter packages, but nothing else)

Updated version are available in the download section here:

http://censix.com/download

To get partA send me an email.

Happy prototyping

Soren

http://censix.com

Downloaded 131 times  131  File Size 0 bytes  Supported Platforms linux  Home Page http://censix.com
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