| Gauss Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | GMM Estimates of Currency Substitution | Gauss | 451 | 0.00 | 0 |
| .NET Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | American Option Pricing in Variance Gamma using Finite Difference | .NET | 1162 | 0.00 | 0 |
| 2 | Option Pricing using the Binomial Tree Model in C# | .NET | 1325 | 0.00 | 0 |
| 3 | Fairmat Modeling platform for derivatives pricing | .NET | 60 | 0.00 | 0 |
| Mathematica Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Ito's Lemma Package | Mathematica | 733 | 9.00 | 1 |
| 2 | Credit derivatives pricing in HJM term structure | Mathematica | 1034 | 0.00 | 0 |
| 3 | Pricing Asian Options by Contour Integration | Mathematica | 483 | 0.00 | 0 |
| 4 | Heston Call price in Mathematica | Mathematica | 938 | 0.00 | 0 |
| 5 | Binomial tree for Ho Lee interest rate model | Mathematica | 1652 | 0.00 | 0 |
| Excel Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Implicit finite difference method | Excel | 1408 | 10.00 | 1 |
| 2 | Dynamic Asset Allocation Strategies (for Prop Trading and Hedge Funds) | Excel | 2179 | 10.00 | 3 |
| 3 | Large Collection of Math and Quant Finance Algorithms | Excel | 727 | 10.00 | 1 |
| 4 | Nelder Mead Simplex method tutorial | Excel | 1699 | 10.00 | 1 |
| 5 | Excel Add-In (inspired by "Financial Numerical Recipes in C++") | Excel | 1406 | 10.00 | 1 |
| 6 | Blundell/Ward filter | Excel | 280 | 10.00 | 1 |
| 7 | Bootstrapping Yield Curve | Excel | 2286 | 10.00 | 1 |
| 8 | American Option Pricing using Random Tree | Excel | 1957 | 10.00 | 1 |
| 9 | Single Tranche Synthetic CDO in Excel- Homogenous Case | Excel | 1310 | 9.00 | 3 |
| 10 | CreditCurve_Bootstrapping from CDS spreads | Excel | 2491 | 9.00 | 4 |
| C++ Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | American Option Pricing in VG model using Finite Difference | C++ | 1146 | 10.00 | 1 |
| 2 | Quantlib | C++ | 833 | 9.00 | 2 |
| 3 | NewMat C++ Matrix Library | C++ | 938 | 8.00 | 1 |
| 4 | Meta Options library | C++ | 524 | 8.00 | 1 |
| 5 | GNU Scientific Library | C++ | 585 | 8.00 | 1 |
| 6 | CDO pricing without Monte carlo simulation | C++ | 1378 | 8.00 | 1 |
| 7 | C++ Financial Algoritms (Financial Numerical Recipes) | C++ | 7126 | 8.00 | 1 |
| 8 | Hodrick Prescott Filter | C++ | 481 | 7.00 | 2 |
| 9 | CDO Pricing by probability bucketing | C++ | 723 | 0.00 | 0 |
| 10 | Code for basket option, call option using Heston model | C++ | 1046 | 0.00 | 0 |
| Matlab Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | BDT and Ho Lee using Binomial Tree | Matlab | 2139 | 10.00 | 1 |
| 2 | Matlab Code: "Correlation expansions for CDO pricing" | Matlab | 191 | 10.00 | 1 |
| 3 | SABR model calibration | Matlab | 3367 | 10.00 | 2 |
| 4 | Derman Kani Implied Binomial Tree | Matlab | 871 | 10.00 | 1 |
| 5 | LSM Monte Carlo for American Options Pricing | Matlab | 3086 | 9.00 | 2 |
| 6 | Inflation Indexed Convertible Bond Pricing using Binomial Tree | Matlab | 830 | 9.00 | 1 |
| 7 | Fast Scatter plot for Octave | Matlab | 363 | 8.00 | 1 |
| 8 | Spread Option using Three Dimensional Binomial Tree | Matlab | 838 | 8.00 | 1 |
| 9 | Longstaff-Schwartz Algorithm | Matlab | 2143 | 8.00 | 1 |
| 10 | Barrier option price using Crank Nicholson Finite difference method | Matlab | 577 | 7.00 | 1 |
| Java Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | ojAlgo: Maths and Optimisation for Finance | Java | 190 | 10.00 | 1 |
| 2 | Analytic Vanilla pricers for Bates Model | Java | 107 | 9.00 | 2 |
| 3 | Project Martingale | Java | 639 | 0.00 | 0 |
| 4 | Vasicek Model in Java | Java | 873 | 0.00 | 0 |
| 5 | Monte Carlo Pricers in Java | Java | 1202 | 0.00 | 0 |
| 6 | Black-Litterman model | Java | 1202 | 0.00 | 0 |
| 7 | Pricing American option by Hopscotch and other FD methods | Java | 475 | 0.00 | 0 |
| Quantlib Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Analytical Heston Price in Excel with Quantlib server | Quantlib | 523 | 2.00 | 1 |
| 2 | Bermudan swaption pricing in Hull White model | Quantlib | 844 | 0.00 | 0 |
| 3 | Forward rate dynamics demo for Short rate Models | Quantlib | 220 | 0.00 | 0 |
| 4 | Showing graphs in Quantlib | Quantlib | 159 | 0.00 | 0 |
| 5 | Forward bond price in Hull White Model | Quantlib | 377 | 0.00 | 0 |
| 6 | Bond Option pricing in Hull White Model | Quantlib | 410 | 0.00 | 0 |
| 7 | Bond Option Pricing in Vasicek Model | Quantlib | 378 | 0.00 | 0 |
| 8 | Use Quantlib to get Fair Swap Rate in Vasicek Model | Quantlib | 268 | 0.00 | 0 |
| 9 | Pricing an inarrear swap - Quantlib code snippet | Quantlib | 232 | 0.00 | 0 |
| 10 | Call price in Heston model with MC | Quantlib | 757 | 0.00 | 0 |
| R Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Binomial trees with R | R | 763 | 10.00 | 1 |
| 2 | CRAN Task View: Empirical Finance | R | 499 | 0.00 | 0 |
| 3 | RQuantLib: R interface to the QuantLib library | R | 438 | 0.00 | 0 |
| 4 | Scripts for Modeling Financial Time Series with S-PLUS | R | 915 | 0.00 | 0 |
| SPlus Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Allan Variance | SPlus | 312 | 0.00 | 0 |
| 2 | High Frequency Finance FX Library | SPlus | 345 | 0.00 | 0 |
| SAS Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Gibbs Estimation of Microstructure Models | SAS | 431 | 0.00 | 0 |
