| Gauss Files | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | GMM Estimates of Currency Substitution | Gauss | 451 | 0.00 | 0 |
| .NET Files | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Option Pricing using the Binomial Tree Model in C# | .NET | 1327 | 0.00 | 0 |
| 2 | American Option Pricing in Variance Gamma using Finite Difference | .NET | 1164 | 0.00 | 0 |
| 3 | Fairmat Modeling platform for derivatives pricing | .NET | 63 | 0.00 | 0 |
| Mathematica Files | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Binomial tree for Ho Lee interest rate model | Mathematica | 1654 | 0.00 | 0 |
| 2 | Credit derivatives pricing in HJM term structure | Mathematica | 1035 | 0.00 | 0 |
| 3 | Heston Call price in Mathematica | Mathematica | 940 | 0.00 | 0 |
| 4 | Ito's Lemma Package | Mathematica | 733 | 9.00 | 1 |
| 5 | Pricing Asian Options by Contour Integration | Mathematica | 483 | 0.00 | 0 |
| Java Files | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Black-Litterman model | Java | 1205 | 0.00 | 0 |
| 2 | Monte Carlo Pricers in Java | Java | 1203 | 0.00 | 0 |
| 3 | Vasicek Model in Java | Java | 873 | 0.00 | 0 |
| 4 | Project Martingale | Java | 640 | 0.00 | 0 |
| 5 | Pricing American option by Hopscotch and other FD methods | Java | 475 | 0.00 | 0 |
| 6 | ojAlgo: Maths and Optimisation for Finance | Java | 190 | 10.00 | 1 |
| 7 | Analytic Vanilla pricers for Bates Model | Java | 108 | 9.00 | 2 |
| Quantlib Files | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Swaption pricing in Hull White Model using Trinomial Tree | Quantlib | 1546 | 0.00 | 0 |
| 2 | Bermudan swaption pricing in Hull White model | Quantlib | 845 | 0.00 | 0 |
| 3 | Call price in Heston model with MC | Quantlib | 757 | 0.00 | 0 |
| 4 | European Swaption Pricing in HullWhite using Jamshidian Engine | Quantlib | 675 | 0.00 | 0 |
| 5 | Analytical Heston Price in Excel with Quantlib server | Quantlib | 524 | 2.00 | 1 |
| 6 | Bond Option pricing in Hull White Model | Quantlib | 411 | 0.00 | 0 |
| 7 | Forward bond price in Hull White Model | Quantlib | 378 | 0.00 | 0 |
| 8 | Bond Option Pricing in Vasicek Model | Quantlib | 378 | 0.00 | 0 |
| 9 | Swaption Price in Hull White using Quantlib 0.9 | Quantlib | 308 | 0.00 | 0 |
| 10 | Use Quantlib to get Fair Swap Rate in Vasicek Model | Quantlib | 269 | 0.00 | 0 |
| 11 | Pricing an inarrear swap - Quantlib code snippet | Quantlib | 232 | 0.00 | 0 |
| 12 | Forward rate dynamics demo for Short rate Models | Quantlib | 220 | 0.00 | 0 |
| 13 | Showing graphs in Quantlib | Quantlib | 159 | 0.00 | 0 |
| R Files | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Scripts for Modeling Financial Time Series with S-PLUS | R | 915 | 0.00 | 0 |
| 2 | Binomial trees with R | R | 763 | 10.00 | 1 |
| 3 | CRAN Task View: Empirical Finance | R | 499 | 0.00 | 0 |
| 4 | RQuantLib: R interface to the QuantLib library | R | 438 | 0.00 | 0 |
| SPlus Files | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | High Frequency Finance FX Library | SPlus | 345 | 0.00 | 0 |
| 2 | Allan Variance | SPlus | 312 | 0.00 | 0 |
| SAS Files | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Gibbs Estimation of Microstructure Models | SAS | 432 | 0.00 | 0 |






