Directory of Open Source for Quantitative Finance and Trading
Username: Password: Not registered?
 
Quick Search:    (AJAX based: No need to press button)

Main : Excel : 


Category: Excel View Full Details
Download Now!Leisen-Reimer tree,Heston and other Apps
Submitter: vanna Date: 2006/9/2
Description:
Several files for numerical or financial Math, including:
1. binomial Leisen-Reimer tree in VBA and C
2.Heston model in VBA and C
3.NIG model implemenation
4.Volatility smile
5.Risk neutral density

Got a question or problem with this link? Just enter your message and click on submit. No registration is required.

Note: A copy of this message will also be emailed to the submitter of this link
Downloaded 1525 times  1525  File Size 0 bytes  Supported Platforms VBA C  Home Page http://www.axelvogt.de/axalom/
Rating: 0.00 (0 votes)
Rate this File | Modify | Delete | Report Broken File | Tell a Friend | Comments (29)

Discuss this file. Just enter your message and click on submit. No registration is required.
Similar Links:
Leisen & Reimer Binomial Tree (Software)
The Little Heston Trap (Paper)
Lecture notes on GMM by Herman J. Bierens (Paper)
What is the best software to recommend anybody? (FAQ)
How do I delete my directory entry in the Software and Paper sections? (FAQ)

Subscribe to RSS or daily email updates of latest quantitative finance code listings
Email address :
Copyright © 2011 QuantCode Inc. All rights reserved.