bnikolic.co.uk

B. Nikolic: Site overview and contents

Site overview and contents. Information about BN Algorithms Ltd. About BN Algorithms Ltd. Pricing and Risk-Management of CDS. Including ISDA standard CDS pricing library and the .NET and Java wrappers). QuantLib Applications, Enhancements and Support. Software for minimisation, optimisation and statistical inference. With various computing-related notes. (This page is also available marked up as a blog. And a single aggregated atom feed. White paper on the use of the BOOST library in Computation Finance.

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B. Nikolic: Site overview and contents | bnikolic.co.uk Reviews

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Site overview and contents. Information about BN Algorithms Ltd. About BN Algorithms Ltd. Pricing and Risk-Management of CDS. Including ISDA standard CDS pricing library and the .NET and Java wrappers). QuantLib Applications, Enhancements and Support. Software for minimisation, optimisation and statistical inference. With various computing-related notes. (This page is also available marked up as a blog. And a single aggregated atom feed. White paper on the use of the BOOST library in Computation Finance.

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B. Nikolic: Site overview and contents | bnikolic.co.uk Reviews

https://bnikolic.co.uk

Site overview and contents. Information about BN Algorithms Ltd. About BN Algorithms Ltd. Pricing and Risk-Management of CDS. Including ISDA standard CDS pricing library and the .NET and Java wrappers). QuantLib Applications, Enhancements and Support. Software for minimisation, optimisation and statistical inference. With various computing-related notes. (This page is also available marked up as a blog. And a single aggregated atom feed. White paper on the use of the BOOST library in Computation Finance.

INTERNAL PAGES

bnikolic.co.uk

1

B. Nikolic QL: QuantLib support

http://www.bnikolic.co.uk/ql

Bojan Nikolic / BN Algorithms Ltd. Issues/problems using QuantLib through Excel or developing applications in C , .Net or Java? Need supported QuantLib Java or .Net wrappers? Contact us at webs@bnikolic.co.uk. For a quote for per-issue support and custom solutions. QLW - Quantlib from Java. For more information or contact us at webs@bnikolic.co.uk. For information on Parallel Quantlib execution see our Parallel Quantlib. An evaluation version is available for download. We also are developing documentatio...

2

B. Nikolic: Computing Blog -- Complete Index and permanent links

http://www.bnikolic.co.uk/blog/indexplain.html

Computing Blog - Complete Index and permanent links. This really is a blog: raw atom feed. See also the QuantLib Addin Documentation project. The company QuantLib pages. QLW Java interface pages. A reworked EquityOption Example. Managing QuantLib source using Bazaar. A simple FX-Option Example in QuantLib. Using QuantLib to generate a Brownian Bridge. Example of Pricing an American Option on a Dividend Paying Stock. Fitting a Curve in QuantLib. Pricing options using the Heston model. More on generating n...

3

B. Nikolic: Computing Blog -- Complete Index and permanent links

http://www.bnikolic.co.uk/blog/index.html

Computing Blog - Complete Index and permanent links. This really is a blog: raw atom feed. See also the QuantLib Addin Documentation project. The company QuantLib pages. QLW Java interface pages. A reworked EquityOption Example. Managing QuantLib source using Bazaar. A simple FX-Option Example in QuantLib. Using QuantLib to generate a Brownian Bridge. Example of Pricing an American Option on a Dividend Paying Stock. Fitting a Curve in QuantLib. Pricing options using the Heston model. More on generating n...

4

B. Nikolic: What "algorithms" we work on

http://www.bnikolic.co.uk/bn-algo-services.html

What "algorithms" we work on. Numerical algorithms of all kinds. Inference and fitting of models to observations ("data"). Analysis of time-series data. Graph algorithms, general logic algorithms. Design and implementation of algorithms. We can translate your requirements to a complete, documented, maintainable, implementation in standard C or Python. When a relatively complete set of requirements exists, we are happy to offer fixed prices for the work, even for challenging/high-risk projects. We can re-...

5

B. Nikolic: Computing Blog -- Complete Index and permanent links

http://www.bnikolic.co.uk/blog

Computing Blog - Complete Index and permanent links. This really is a blog: raw atom feed. See also the QuantLib Addin Documentation project. The company QuantLib pages. QLW Java interface pages. A reworked EquityOption Example. Managing QuantLib source using Bazaar. A simple FX-Option Example in QuantLib. Using QuantLib to generate a Brownian Bridge. Example of Pricing an American Option on a Dividend Paying Stock. Fitting a Curve in QuantLib. Pricing options using the Heston model. More on generating n...

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quantcorner.wordpress.com

Goodies! | Quant Corner

https://quantcorner.wordpress.com/goodies

Suggested readings and resources …. Options, Futures, and Other Derivatives 7th Ed. Paul Wilmott on Quantitative Finance, 2nd Ed. Frequently Asked Questions in Quantitative Finance 2nd Ed. Financial Instrument Pricing using C. Introduction to C for financial engineers, An Object-oriented Approach. Finite difference methods in financial engineering, A Partial Differential Equation Approach. Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy. Estás comentando ...

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bnikolic.co.uk

B. Nikolic: Site overview and contents

Site overview and contents. Information about BN Algorithms Ltd. About BN Algorithms Ltd. Pricing and Risk-Management of CDS. Including ISDA standard CDS pricing library and the .NET and Java wrappers). QuantLib Applications, Enhancements and Support. Software for minimisation, optimisation and statistical inference. With various computing-related notes. (This page is also available marked up as a blog. And a single aggregated atom feed. White paper on the use of the BOOST library in Computation Finance.

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Thursday, 29 March 2012. This blog is moving. This blog is now being integrated into my main web-pages and is. Therefore moving to the following address. Http:/ www.mrao.cam.ac.uk/ bn204/blog/. All of the articles have been transferred there and all new posts will. Go there only. Thanks for reading and please update your Atom/RSS. Thursday, 8 March 2012. Astrophysical techniques graduate course. Ive just finished lecturing the astrophysical techniques course - if. Monday, 17 October 2011. Interpreted) is...

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