| Gauss Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | GMM Estimates of Currency Substitution | Gauss | 451 | 0.00 | 0 |
| .NET Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| 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 Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| 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 |
| Excel Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | GARCH code in Excel | Excel | 7754 | 8.00 | 2 |
| 2 | Implied Volatility Surface | Excel | 6833 | 7.00 | 2 |
| 3 | Principal Component Analysis PCA | Excel | 6338 | 9.00 | 5 |
| 4 | Constant Maturity Swap Pricing with Convexity adjustment | Excel | 4630 | 0.00 | 0 |
| 5 | Gaussian, Student ,Clayton, Frank and Gumbel copulas | Excel | 4049 | 9.00 | 2 |
| 6 | Finance VBA code at vbnumericalmethods | Excel | 3562 | 0.00 | 0 |
| 7 | Evolution of Libor Market Model in Excel | Excel | 3492 | 0.00 | 0 |
| 8 | Heston Call Option Price using Monte Carlo | Excel | 3386 | 7.00 | 3 |
| 9 | Cointegration analysis using Johansen procedure | Excel | 3321 | 0.00 | 0 |
| 10 | Augmented Dickey Fuller Test in VBA | Excel | 3228 | 10.00 | 1 |
| C++ Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | C++ Financial Algoritms (Financial Numerical Recipes) | C++ | 7128 | 8.00 | 1 |
| 2 | Swaption pricing in Libor Market Model(LMM) | C++ | 3176 | 0.00 | 0 |
| 3 | Levenberg-Marquardt nonlinear least squares algorithms in C/C++ | C++ | 1901 | 0.00 | 0 |
| 4 | Garch Fitting by Maximum Likelihood Estimation (MLE) | C++ | 1893 | 0.00 | 0 |
| 5 | Time Series Code Library | C++ | 1834 | 0.00 | 0 |
| 6 | CDO Pricing in Gaussian Copula | C++ | 1744 | 0.00 | 0 |
| 7 | Heston Monte Carlo | C++ | 1429 | 0.00 | 0 |
| 8 | CDO pricing without Monte carlo simulation | C++ | 1379 | 8.00 | 1 |
| 9 | Trinomial Tree implementation of Hull-White model | C++ | 1353 | 0.00 | 0 |
| 10 | CDO Square Loss distribution using Gaussian Copula | C++ | 1263 | 0.00 | 0 |
| Matlab Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Matlab code for Risk management, implied volatility surface & Extreme Value Theory | Matlab | 7378 | 1.00 | 1 |
| 2 | Libor Market Model | Matlab | 4653 | 0.00 | 0 |
| 3 | Lecture note and matlab code for GMM & Kalman filter | Matlab | 4432 | 5.00 | 2 |
| 4 | Heston Model | Matlab | 4099 | 0.00 | 0 |
| 5 | Black Litterman model in Matlab | Matlab | 3951 | 0.00 | 0 |
| 6 | SABR model calibration | Matlab | 3380 | 10.00 | 2 |
| 7 | Tutorial on Maximum Likelihood estimation | Matlab | 3338 | 0.00 | 0 |
| 8 | LSM Monte Carlo for American Options Pricing | Matlab | 3092 | 9.00 | 2 |
| 9 | CDO Pricing Using Gaussian Copulas in Matlab | Matlab | 2960 | 0.00 | 0 |
| 10 | Black Scholes Price & Greeks | Matlab | 2750 | 1.00 | 1 |
| Java Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| 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 Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| 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 |
| R Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| 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 Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| 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 Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Gibbs Estimation of Microstructure Models | SAS | 432 | 0.00 | 0 |
