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Website http://www.quantcode.com/
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Member Since 2007/3/21
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Quite a regular
Comments/Posts 65
Last Login 2010/8/10 17:51

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Software

SoftwareBinomial Tree Plotting or display in Excel with multi node values [Excel]
(2009/11/27 15:59:12)
SoftwareAsian American Option using Least Square monte carlo [Matlab]
(2009/9/24 11:36:00)
SoftwareGenerating Random variables from exponential distribution in Excel [Excel]
(2009/6/18 20:13:41)
SoftwareVector Autoregression (VAR) in Excel [Excel]
(2009/6/12 2:12:06)
SoftwareAsian Option Price using Monte Carlo simulation [Matlab]
(2009/4/17 2:44:06)
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Quantitative Finance Papers

Quantitative Finance PapersNotes on implementation of Vector Autoregression (VAR) model
(2009/6/12 2:08:28)
Quantitative Finance PapersA Factor-Based Stochastic Implied Volatility Model
(2009/2/1 16:22:28)
Quantitative Finance PapersImplied Volatility String Dynamics
(2009/2/1 15:50:50)
Quantitative Finance PapersDynamics of implied volatility surfaces
(2009/2/1 15:24:28)
Quantitative Finance PapersMANAGING SMILE RISK
(2008/11/12 4:00:29)
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Forum

Forumlooking for job - please help!!
(2009/9/24 18:15:05)
ForumRe: Software/Code and suggestions for 2009
(2009/7/28 11:02:40)
ForumRe: Copulas and VBA Mismatch error
(2009/7/15 21:03:24)
ForumRe: Copulas and VBA Mismatch error
(2009/7/15 20:47:23)
ForumRe: volatility surface
(2009/6/12 11:06:21)
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FAQ

FAQHow do I use VBA class or module (.bas or .cls) f...
(2009/8/7 19:33:25)
FAQHow do I start learning UNIX GTK on a Windows XP ...
(2009/4/26 21:33:58)
FAQHow do I fix error "Can't open display&...
(2009/4/26 21:25:34)
FAQHow do I start to learn UNIX / LINUX on a Windows...
(2009/4/26 21:12:56)
FAQHow do I get started with Windows Desktop Search?
(2009/4/15 15:06:13)
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