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ExcelExcel Add-In (inspired by "Financial Numerical Recipes in C++")Downloadcsjp
Excel[web:reg] GARCH(1,1)Downloadcurti
Excel[web:reg] GARCH(1,1)Downloadcurti
ExcelMersenne Twister VBA ClassDownloadcurti
ExcelUS Recession predictionDownloadcurti
ExcelExcel Options monitor and strategy analyzer using Google Finance as data sourceDownloadgztan
ExcelOption price using Binomial tree with discrete dividendsDownloadsaab
ExcelAnthony's super cool site for Excel Finance tutorialsDownloadbambo
ExcelCointegration analysis using Johansen procedureDownloadvanna
ExcelSVD Singular Value Decomposition of a matrix in ExcelDownloadvanna
ExcelAugmented Dickey Fuller Test (ADF) in Excel VBADownloadvanna
ExcelLeisen & Reimer Binomial TreeDownloadvanna
ExcelInterest Rate Modeling by Kurt HessDownloadjoeyb
ExcelIdentifying Real OptionsDownloadjoeyb
Excelhow to calculate conditional expectation Downloadzepp
ExcelEuropean Call PricingDownloadjonny
ExcelUnderstand Greeks Evolution Downloadsbour
ExcelBGMDownloadgpapa
ExcelADF TestingDownloadivanb
ExcelMACD - Spreadsheet to calculate profit from trading startegy using MACDDownloadtodd6
ExcelPython For ExcelDownloadkasla
ExcelTime Series Excel files of Professor Ser-Huang PoonDownloadsmart
ExcelBinomial Tree Plotting or display in Excel with multi node valuesDownloadvanna
ExcelGenerating Random variables from exponential distribution in ExcelDownloadvanna
ExcelVector Autoregression (VAR) in ExcelDownloadvanna
ExcelHull White model calibration using Levenberg MarquardtDownloadmalbu
ExcelExample of using Levenberg Marquardt for Parameters calibration in ExcelDownloadvanna
ExcelLevenberg Marquardt in ExcelDownloadvanna
ExcelSolving equations or multi dimensional root finding in ExcelDownloadvanna
ExcelFastest Pikaia Genetic Optimization Algorithm in VBADownloadnicol
ExcelLarge Collection of Math and Quant Finance AlgorithmsDownloadnicol
ExcelDO NOT DOWNLOAD - Caplet Pricing in single factor Libor market modelDownloadvanna
ExcelCaplet Pricing by Monte Carlo simulation in Libor market modelDownloadvanna
ExcelTutorial on using Galerkin to solve ODEDownloadvanna
ExcelDynamic Asset Allocation Strategies (for Prop Trading and Hedge Funds)Downloaddream
ExcelAsian option price using binomial treeDownloadvanna
ExcelPortfolio Optimization using Markowitz ModelDownloadvanna
ExcelBootstrapping Yield CurveDownloadvanna
ExcelFunction Minimization using Nelder Mead SimplexDownloadvanna
ExcelLocal volatility treeDownloadvanna
ExcelOption Price using CRR Rubinstein Binomial treeDownloadvanna
ExcelBinomial Tree display in ExcelDownloadvanna
ExcelOnline Viewer for Stock returns distribution - is lognormal assumption true?Downloadvanna
ExcelStock History Prices DownloaderDownloadvanna
ExcelIntegral of a function in ExcelDownloadpuma
ExcelGenerating multivariate normal random numbers in VBADownloadvanna
ExcelCholesky Decomposition of a MatrixDownloadvanna
ExcelMatrix multiplication in VBADownloadvanna
ExcelCMS rate with Hull's convexity and Timing adjustmentDownloadvanna
ExcelConstant Maturity Swap Rate with Monte Carlo simulationDownloadvanna
ExcelSwaption pricing in Hull White using Swap Rate in MC simulationDownloadvanna
ExcelSwaption Price in Hull White using Fixed leg PV in MC simulationDownloadvanna
ExcelBlack 76 Formula in VBADownloadvanna
ExcelVariance, Mean, Min, Max, Covariance, Correlation in VBADownloadvanna
ExcelBond Option price in HJM model using Non recombining treeDownloadvanna
ExcelAmerican option price using Penalty methodDownloadvanna
ExcelAmerican option price using Brennan SchwartzDownloadvanna
ExcelAsian Option price using Monte carlo simulationDownloadvanna
ExcelEuropean option price using Monte carlo simulationDownloadvanna
ExcelAnalytical bond and bond option price for Hull White modelDownloadvanna
ExcelBond Option pricing in Hull White using Monte Carlo simulaltionDownloadvanna
ExcelBlundell/Ward filterDownloadcurti
ExcelBond Option price in vasicek using direct forward rate simulationDownloadvanna
ExcelBond option price in Vasicek model with Affine transformationDownloadvanna
ExcelVasicek Bond Option pricing using Forward MeasureDownloadvanna
ExcelEigen value decomposition with sortingDownloadvanna
ExcelMatrix division in VBADownloadazhan
ExcelNelder Mead Simplex method tutorialDownloadvanna
ExcelHeston Option prices using Monte carlo simulationDownloadvanna
ExcelBilinear interpolation function in VBADownloadvanna
ExcelCaplet pricing using Black's formulaDownloadvanna
ExcelReal Option spreadhseets by Aswath DamodaranDownloadvanna
ExcelCreditCurve_Bootstrapping from CDS spreadsDownloadamit
ExcelUnit root testing demo using Augmented Dickey fuller testDownloadvanna
ExcelStandard error for coefficients in OLS Least Sqaures Regression in VBADownloadvanna
ExcelDemo for understanding the intuiton of Dickey fuller Critical ValuesDownloadvanna
ExcelEmpirical distribution PDF and CDF with Epanechnikov kernel smoothingDownloadvanna
ExcelSwap Fair rate using Basis Point SensitivityDownloadvanna
ExcelRegress now or later : Longstaff Schwartz vs. Glasserman Yu comparisionDownloadvanna
ExcelAmerican Option price using "Regress Later" by Glasserman and YuDownloadvanna
ExcelOptimal Exercise Frontier for Longstaff & SchwartzDownloadvanna
ExcelOptimal Exercise Policy Analysis for Longstaff & SchwartzDownloadvanna
ExcelAmerican Option pricing by Longstaff and schwartz Least Squares without MS AddinDownloadvanna
ExcelOLS - Ordinary Least Squares without Microsoft AddinsDownloadvanna
ExcelBond Option Pricing Using T-Forward MeasureDownloadvanna
ExcelSwaption valuation using Jamshidian TrickDownloadvanna
ExcelSwaption Pricing in Vasicek Model using SimulationDownloadvanna
ExcelInterest Rate Derivative Bond Option Valuation by Joint SimulationDownloadvanna
ExcelFair Swap Rate in Vasicek ModelDownloadvanna
ExcelFinance VBA code at vbnumericalmethodsDownloadvanna
ExcelExcel spreadhseet for Bond Option Price in CoxIngersoll Ross CIRDownloadvanna
ExcelVasicek Bond Option pricing using Euler discretizationDownloadvanna
ExcelVasicek Bond Option pricing using Exact discretizationDownloadvanna
ExcelExcel Spreadhseet for Bond Option Price in Vasicek ModelDownloadvanna
ExcelVasicek Dynamics in ExcelDownloadvanna
ExcelImplied Binomial Trees in Excel without VBADownloadvanna
ExcelSingle Tranche Synthetic CDO in Excel- Homogenous CaseDownloaddanon
ExcelSingle Tranche Synthetic CDO in Excel- Homogenous CaseDownloaddanon
ExcelBootstrap Forward rate vols from Caplet VolatilitiesDownloadvanna
ExcelEfficient Frontiers via the Mean Variance Optimization MethodDownloadvanna
ExcelImplicit finite difference methodDownloadvanna
ExcelLinear InterpolationDownloadvanna
ExcelHeston Call Option Price using Monte CarloDownloadvanna
ExcelBrent method for root findingDownloadvanna
ExcelRandom Variables with Box MullerDownloadvanna
ExcelQuanto Option PricingDownloadvanna
ExcelPrincipal Component Analysis PCADownloadvanna
ExcelEuropean Swaption Pricing in HullWhite using Trinomial TreeDownloadvanna
ExcelPartial Derivatives Jacobian MatrixDownloadvanna
ExcelBermudan Swaption Pricing on Trinomial TreeDownloadvanna
ExcelConstant Maturity Swap Pricing with Convexity adjustmentDownloadvanna
ExcelVolatilty swap pricing in Heston ModelDownloadvanna
ExcelGaussian, Student ,Clayton, Frank and Gumbel copulasDownloadvanna
ExcelFind Matrix InverseDownloadvanna
ExcelMatrix display utility functionsDownloadvanna
ExcelEuropean Option price in VG model using Finite differenceDownloadvanna
ExcelSpreadheets for Math Finance bookDownloadvanna
ExcelExponential integral function in VBADownloadvanna
ExcelSolve Tridiagonal system of equationsDownloadvanna
ExcelBlack Litterman Implied ReturnsDownloadvanna
ExcelImplied Volatility SurfaceDownloadvanna
ExcelPortfolio optimization with Binomial modelDownloadvanna
ExcelPricing of callable bond on LatticeDownloadvanna
ExcelBond durationDownloadvanna
ExcelVBA code for 2 factor CIRDownloadvanna
ExcelTutorial on Yield curve and analysisDownloadvanna
ExcelImplementation of Hull-White's No-Arbitrage Term Structure ModelDownloadvanna
ExcelYield Curve Paremeterization using NSDownloadvanna
ExcelMonte carlo Integration for Option pricingDownloadvanna
ExcelExplicit finite differenceDownloadvanna
ExcelQuasi Monte Carlo in ExcelDownloadvanna
ExcelMath VBA code at vbnumericalmethodsDownloadvanna
ExcelThomas Lee Financial LibraryDownloadvanna
ExcelNon-recombining tree for HJMDownloadvanna
Excel2 factor Trinomial tree for default intensityDownloadvanna
ExcelTutorial on passing Arrays in Excel & VB scriptDownloadvanna
ExcelMatrix Sorting in VBADownloadvanna
ExcelExcel C++ Event Management demoDownloadvanna
ExcelC++ Excel integration HelperDownloadvanna
ExcelBlack Karasinki ModelDownloadvanna
ExcelLeisen-Reimer tree,Heston and other AppsDownloadvanna
ExcelGARCH code in ExcelDownloadvanna
ExcelEuropean option price using Finite Element MethodDownloadvanna
ExcelAmerican Option Pricing using Random TreeDownloadvanna
C++Windows / Linux / Unix Real-time Options Calculator 136 ModelsDownloadABrad
C++Order Book TestDownloaddhruv
C++Public Sector Credit Framework - Open SourceDownloadjoffe
C++GSL 1.8 / 1.14 for Visual C++ expressDownloadvanna
C++Example/Tutorial code for QuickFixDownloadvanna
C++Dr. Fabrice Rouah's Volopta - an excellent finance code bankDownloadvanna
C++Exponential ACD model fitting using GSL in C++Downloadvanna
C++Garch Fitting by Maximum Likelihood Estimation (MLE)Downloadvanna
C++Tutorial code for using GSL to generate random numbersDownloadvanna
C++Meta Systems libraryDownloadvanna
C++Pricing Barrier Options with LatticesDownloadjoeyb
C++SVM and fast incremental algorithms by sofiaDownloadjoeyb
C++Binomial pricing TreeDownloadqunda
C++MonteCarlo (Stochastic Volatility) Generic Pricer for Baskets/Worst of StructuresDownloadanime
C++Heston calibration using Adaptive simulated annealingDownloadvanna
C++Heston call price using analytical formulaDownloadvanna
C++Integral of a function in CDownloadvanna
C++Demo for minimizing function with Adaptive Simulated Annealing (ASA)Downloadvanna
C++Asian option price using Alternating Direction Implicit (ADI)Downloadvanna
C++American option price using Andersen's methodDownloadvanna
C++Asian Option Price using 2D Finite Difference MethodDownloadvanna
C++Calibration of transition probability matrix using levmarDownloadvanna
C++Tutorial for using MINPACK's C version of Levenberg Marquardt optimizerDownloadvanna
C++Levenberg-Marquardt for Visual C++ 2005Downloadvanna
C++Heston pricing using finite difference methodDownloadvanna
C++Bilinear interpolation function for GSLDownloadvanna
C++Schematic sample code of a three-dimensional operator split method for Heston ModelDownloaddunca
C++Code for basket option, call option using Heston modelDownloaddunca
C++CDO Pricing by probability bucketingDownloadvanna
C++CDO pricing without Monte carlo simulationDownloadvanna
C++Basket default Swap PricingDownloadvanna
C++CDO Pricing in Gaussian CopulaDownloadvanna
C++nth to Defaults CDS without Monte Carlo SimulationDownloadvanna
C++Terreneuve-devel ProjectDownloadvanna
C++Swaption pricing in Libor Market Model(LMM)Downloadvanna
C++Hodrick Prescott FilterDownloadcurti
C++Trinomial Tree ClassDownloadvanna
C++C++ Financial Algoritms (Financial Numerical Recipes)Downloadvanna
C++Asian Option Price using German Yor's approachDownloadvanna
C++Hypergeomtric and Gamma Functions for all complex inputsDownloadvanna
C++CDO Square Loss distribution using Gaussian CopulaDownloadvanna
C++CDO tranche spreads using GSLDownloadvanna
C++American Option Pricing in VG model using Finite DifferenceDownloadvanna
C++Fast greeks by simulation in forward LIBOR modelsDownloadvanna
C++Trinomial Tree implementation of Hull-White modelDownloadvanna
C++American Call spread using Andersen's methodDownloadvanna
C++LMM in GSL with Predictor-CorrectorDownloadvanna
C++Call Option Price using FFTWDownloadvanna
C++Levenberg-Marquardt nonlinear least squares algorithms in C/C++Downloadvanna
C++GNU Scientific LibraryDownloadvanna
C++Heston Monte CarloDownloadvanna
C++NewMat C++ Matrix LibraryDownloadvanna
C++QuantlibDownloadvanna
MatlabCode Financial ModellingDownloadLapsi
MatlabBinomial option pricing formulaDownloadpanos
MatlabEuropean knock out call option with a barrier SbDownloadpanos
MatlabMonte Carlo matlab code of a good studentDownloadAquab
MatlabFinite difference vs pathwise derivative for finding option delta using MC simulationDownloadvanna
MatlabTutorial code on Log likelihood function of Exponential ACD modelDownloadvanna
MatlabTutorial code for simulating from Weibull ACD model Downloadvanna
MatlabExponential Autoregressive Conditonal Duration (ACD) model simulationDownloadvanna
MatlabTutorial code on Maximum drawdown calculationDownloadvanna
MatlabTrading with MatlabDownloadjoeyb
Matlabeuropean option pricing by using equal jump size methodDownloadajsin
Matlabefficient frontier Downloadivang
MatlabCalculate probability of default from CDS spread Downloadbilly
Matlabpricing floating strike lookback optionsDownloadrapha
MatlabMinimum Variance PortfolioDownloadmathi
MatlabMargrabe Formula for Exchange optionsDownloadminli
MatlabAndrew Patton's Copula toolbox for MatlabDownloadvanna
MatlabPricing Fixed Strike Lookback using Cozy and Viswanathan analytical formulaDownloadvanna
MatlabDemo of using Importance sampling in pricing of a Plain Vanilla OptionDownloadvanna
MatlabMatlab website of Eric JONDEAU & Michael ROCKINGERDownloadsmart
MatlabBAW American Option Pricer (Matlab)Downloadheatr
MatlabMonte Carlo pricing of Down-out Call Barrier optionDownloadweare
MatlabQuanto OptionDownloadPitob
MatlabMatlab Code: "Correlation expansions for CDO pricing"Downloadmiemi
MatlabAsian American Option using Least Square monte carloDownloadvanna
MatlabAsian Option Price using Monte Carlo simulationDownloadvanna
MatlabExample of Control Variate technique for call option priceDownloadvanna
MatlabCall Option price using Monte carlo simulationDownloadvanna
MatlabFredholm integral equation solution by Galerkin MethodDownloadvanna
MatlabTutorial on Fredholm integral equationDownloadvanna
MatlabTutorial on Principal Component analysis of Wiener processDownloadvanna
MatlabDemo on using Galerkin for solving ODEDownloadvanna
MatlabDemo Tutorial on Karhunen Loeve expansion of WienerDownloadvanna
MatlabDemo/Tutorial on implied volatility vs Local volatilityDownloadvanna
MatlabSwaplet pricing in LMM using MC simulationDownloadvanna
MatlabPiterbarg's paper - calculate effective volatility of volatilityDownloadvanna
MatlabPiterbarg's paper - calibration of instantaneous skewDownloadvanna
MatlabImplementing Piterbarg's paper - effective skew calculationDownloadvanna
MatlabOption price by Monte carlo simulation in SABR modelDownloadvanna
MatlabLocal volatility to implied volatility using perturbationDownloadvanna
MatlabOption price in SABR using analytical formulaDownloadvanna
MatlabDemo for how a local volatility model predicts wrong dynamics of implied volatilityDownloadvanna
MatlabCreate implied volatility smileDownloadvanna
MatlabLocal volatility surfaceDownloadvanna
MatlabDemo/Tutorial on how local volatility is used in monte carlo simulationsDownloadvanna
MatlabImplied VolatilityDownloadvanna
MatlabBlack Scholes option priceDownloadvanna
MatlabDemo/Tutorial on dynamics of SABR modelDownloadvanna
MatlabSABR model calibrationDownloadvanna
MatlabTutorial on local volatilityDownloadvanna
MatlabStrike Adjusted SpreadDownloadvanna
MatlabFast Scatter plot for OctaveDownloadvanna
MatlabTutorial Demo on Cross Entropy minimization (II)Downloadvanna
MatlabTutorial Demo on Cross Entropy minimization (I)Downloadvanna
MatlabBarrier option price using Explicit Finite difference methodDownloadvanna
MatlabBarrier option price using Crank Nicholson Finite difference methodDownloadvanna
MatlabBarrier option price using Implicit Finite difference methodDownloadvanna
MatlabBarrier option using Finite difference methodsDownloadvanna
MatlabConstant Maturity Swap Rates with Hull's convexity adjustmentDownloadvanna
MatlabStatic Replication Methods for Vanilla Barrier OptionsDownloadvanna
MatlabEstimate Historical Volatility - by TradingwithMatlabDownloadmitte
MatlabForward bond price in Hull White ModelDownloadvanna
MatlabHull White Monte Carlo simulationDownloadvanna
MatlabTutorial on dynamics of constant maturity swap rateDownloadvanna
MatlabVasicek model estimation using Kalman filterDownloadvanna
MatlabTutorial and code for Constrained function minimizationDownloadvanna
MatlabBeta process estimation for GM vs DJI index using Kalman FilterDownloadvanna
MatlabMaximum Likelihood estimation with Kalman FilterDownloadvanna
MatlabDemo for forecasting by Kalman filterDownloadvanna
MatlabTutorial on convexity adjustment for volatility and maturity changesDownloadvanna
MatlabTutorial for optimal weight matrix in Generalized method of MomentsDownloadvanna
MatlabTutorial on Generalized Method of Moments (GMM)Downloadvanna
MatlabTutorial on Maximum Likelihood estimationDownloadvanna
MatlabSuccessive Over Relaxation demo for American putDownloadvanna
MatlabLibor Market ModelDownloadvanna
MatlabHeston ModelDownloadvanna
MatlabFinite Difference Methods for American OptionDownloadvanna
MatlabImplicit vs Crank Nicholson vs Explicit Finite difference methodsDownloadvanna
MatlabDerman Kani Implied Binomial TreeDownloadvanna
MatlabBarrier Option pricing using Finite DifferenceDownloadvanna
MatlabBarrier Option Pricing using Static ReplicationDownloadvanna
MatlabQuanto differential swap pricingDownloadvanna
MatlabConvertible bond on Tsiveriotis Fernandes Binomial TreeDownloadvanna
MatlabCDO Pricing Using Gaussian Copulas in MatlabDownloadvanna
MatlabHeston Nandi Garch simulationDownloadvanna
MatlabEmpirical distribution Pdf and Cdf curvesDownloadvanna
MatlabBrownian BridgeDownloadvanna
MatlabClassical Pairs TradingDownloadvanna
MatlabBond Option price for two-factor Vasicek (G2++) modellDownloadvanna
MatlabJackknifing Bond Option Prices and two factor CIRDownloadvanna
MatlabJamshidian Decompostion for SwaptionsDownloadvanna
MatlabInflation Indexed Convertible Bond Pricing using Binomial TreeDownloadvanna
MatlabNearest Correlation matrix using Hypersphere DecompositionDownloadvanna
MatlabOption pricing in Variance Gamms model by Fourier IntegrationDownloadvanna
MatlabBond pricing in CIR and Vasicek models using Riccati solutionDownloadvanna
MatlabPlain Vanilla European Call Price using Monte Carlo SimulationDownloadvanna
MatlabOption pricing with Edgeworth density based Monte carlo simulationsDownloadvanna
MatlabVanilla Option pricing in Variance Gamma model using Monte Carlo simulation (II)Downloadvanna
MatlabPricing of nth to Defaults CDS without Monte Carlo Simulation - Mthod IIDownloadvanna
MatlabPricing nth to Defaults CDS with Monte Carlo SimulationDownloadvanna
MatlabCredit Default Swap PricingDownloadvanna
MatlabPlot Forward Rate Dynamics Hull White ModelDownloadvanna
MatlabBond Option Price in Hull White ModelDownloadvanna
MatlabVariance Swap PricingDownloadvanna
MatlabHomework Problem for Swaption Pricing CodeDownloadvanna
MatlabBlack Litterman model in MatlabDownloadvanna
MatlabHW Problems and Code Solution for BDT calibrationDownloadvanna
MatlabNokia Call Option pricing in Stochastic interest ratesDownloadvanna
MatlabEfiicient frontier plot for Markowitz portfolioDownloadvanna
MatlabBeta estimation using Kalman FilterDownloadvanna
MatlabLewis regularization method for VG OptionsDownloadvanna
Matlabnth to Defaults CDS without Monte Carlo Simulation - Method IDownloadvanna
MatlabComputer Simulations and Risk AssessmentDownloadvanna
MatlabSimulation of SDEsDownloadvanna
MatlabVGSI method for illiquid marketDownloadvanna
MatlabAmerican Option in VG model using LSMDownloadvanna
MatlabCall Options price in VG model using Analytical FormulasDownloadvanna
MatlabEfficient frontier for portfolioDownloadvanna
MatlabBarrier Options PricingDownloadvanna
MatlabLocal vs. Dupire in Excel and MatlabDownloadvanna
MatlabCredit Ratings MigrationDownloadvanna
MatlabReview and synthesis of bond pricing models, including CIR, HJM, many othersDownloadvanna
MatlabCharacteristic Function and Regime Switching ModelsDownloadvanna
MatlabRandom numbers generation from 50+ distributionsDownloadvanna
MatlabAsian Option Price using PDEDownloadvanna
MatlabAlternating Direction Implicit (ADI)Downloadvanna
MatlabSolve the PIDE arising from a jump diffusion modelDownloadvanna
MatlabCDO Tranche Pricing using T copulaDownloadvanna
MatlabSolving Nonlinear Equations with Newton's MethodDownloadvanna
MatlabImplicit Finite Difference MethodDownloadvanna
MatlabGlobal Derivatives Matlab CodeDownloadvanna
MatlabMatlab program files for Stochastic Differential EquationsDownloadvanna
MatlabFinancial modelling and analysisDownloadvanna
MatlabBDT modelDownloadvanna
MatlabMaximum Likelihood estimation using Kalman filterDownloadvanna
MatlabMLE estimation for multivariate normal distributionDownloadvanna
MatlabKalman filter demoDownloadvanna
MatlabAnderson's Method for American PutDownloadvanna
MatlabLMM with refined variance schemeDownloadvanna
MatlabLFM approximationDownloadvanna
MatlabAmerican Spread Option Price using LSMDownloadvanna
MatlabBasket CDS pricing using CopulaDownloadvanna
MatlabAggregation of Correlation riskDownloadvanna
MatlabCharacteristic function of bivariate GBMDownloadvanna
MatlabTrading using SVMDownloadvanna
MatlabLinking Caplet Volatilties in BGMDownloadvanna
MatlabVG Option pricing in MCDownloadvanna
MatlabVG option price using FFTDownloadvanna
MatlabSpread Option using Three Dimensional Binomial TreeDownloadvanna
MatlabOption Quote using Static HedgingDownloadvanna
MatlabLSM Monte Carlo for American Options PricingDownloadvanna
MatlabFFT Option price using Characteristic functionDownloadvanna
MatlabFFT Option Price Using Binomial treeDownloadvanna
MatlabDiscrete Barrier Options Pricing implementationDownloadvanna
MatlabCRR Binomial treeDownloadvanna
MatlabBlack Scholes Price & GreeksDownloadvanna
MatlabBjerksund Stensland Approximation for American OptionDownloadvanna
MatlabAsian Option with Gamma bridgeDownloadvanna
MatlabAmerican Option Price using Explicit Euler Finite Difference MethodDownloadvanna
JavaHigh frequency trading LibraryDownloadppe-h
JavaThe Bubble IndexDownloadttrot
JavaQuantitative Finance Library for Java by Idylwood TechnologiesDownloadcoope
JavaActiveQuantDownloadustau
JavaOpen Source Algorithmic Trading System based on Esper, Spring, InteractiveBrokers and FIXDownloadandyf
JavaComplex event processing in High frequency finance by EsperDownloadvanna
JavaAnalytic Vanilla pricers for Bates ModelDownloadhaila
JavaojAlgo: Maths and Optimisation for FinanceDownloadapete
JavaBlack-Litterman modelDownloadvanna
JavaMonte Carlo Pricers in JavaDownloadvanna
JavaProject MartingaleDownloadvanna
QuantlQuantlib examples by Edouard TallentDownloadmaasi
QuantlSwaption Price in Hull White using Quantlib 0.9Downloadvanna
QuantlForward rate dynamics demo for Short rate ModelsDownloadvanna
QuantlShowing graphs in QuantlibDownloadvanna
QuantlForward bond price in Hull White ModelDownloadvanna
QuantlBond Option pricing in Hull White ModelDownloadvanna
QuantlBermudan swaption pricing in Hull White modelDownloadvanna
QuantlPricing an inarrear swap - Quantlib code snippetDownloadvanna
QuantlUse Quantlib to get Fair Swap Rate in Vasicek ModelDownloadvanna
QuantlBond Option Pricing in Vasicek ModelDownloadvanna
QuantlAnalytical Heston Price in Excel with Quantlib serverDownloadvanna
QuantlCall price in Heston model with MCDownloadvanna
QuantlSwaption pricing in Hull White Model using Trinomial TreeDownloadvanna
QuantlEuropean Swaption Pricing in HullWhite using Jamshidian EngineDownloadvanna
Rpure R intraday trading frameworkDownloadswilk
RBootstrapping TSY Yield CurveDownloaddarek
RCode snippet to price a vanilla option in RDownloadvanna
RBeautiful Pairs trading code in R by Paul TeetorDownloadcruiz
RBinomial trees with RDownloadvanna
RScripts for Modeling Financial Time Series with S-PLUSDownloadvanna
RCRAN Task View: Empirical FinanceDownloadvanna
RRQuantLib: R interface to the QuantLib libraryDownloadvanna
.NETComplex Event Processing in C#Downloaddoubl
.NETYahoo Finance Pairs finder Downloadvanna
.NETPairs trading application in C#Downloadvanna
.NETJohansen Cointegration test for stocks in yahoo financeDownloadvanna
.NETTriplets finder applicationDownloadvanna
.NETHigh Performance charting library in C# WPFDownloadvanna
.NETGSL binaries to use in C# code for 32 bitDownloadvanna
.NETGSL binaries to use in C# code for 64 bitDownloadvanna
.NETClickOnce deployment of a Pairs Trading applicationDownloadvanna
.NETPairs trade finder from Yahoo Finance in C#Downloadvanna
.NETOnline Yahoo Quotes to MySQL Database Downloader applicationDownloadvanna
.NETADF testing application in C#Downloadvanna
.NETMulti regression with Standard Errors in C# using GSLDownloadvanna
.NETMatrix Transpose in C# using GSLDownloadvanna
.NETMulti Parameter Linear Regression in C# using GSLDownloadvanna
.NETMatrix Inverse in C# using GSLDownloadvanna
.NETMatrix Multiplication in C# using GSLDownloadvanna
.NETOLS Linear regression in C#Downloadvanna
.NETExponential ACD model fitting using GSL in C#Downloadvanna
.NETTutorial code to use GSL in C# and generate random numbersDownloadvanna
.NETTradelink - The #1 opensource for Quantitative TradingDownloadvanna
.NETUsing Ta-Lib and WPF to calculate MACD HistogramDownloadvanna
.NETFairmat Modeling platform for derivatives pricingDownloadmatte
.NETOption Pricing using the Binomial Tree Model in C#Downloadrusty
.NETAmerican Option Pricing in Variance Gamma using Finite DifferenceDownloadvanna
MathemBinomial tree for Ho Lee interest rate modelDownloadvanna
MathemPricing Asian Options by Contour IntegrationDownloadvanna
MathemCredit derivatives pricing in HJM term structureDownloadvanna
SPlusHigh Frequency Finance FX LibraryDownloadsmith
SPlusAllan VarianceDownloadlucva
SASGibbs Estimation of Microstructure ModelsDownloadvanna
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