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 ...
bnikolic.co.uk
B. Nikolic: Applying the C++ BOOST Library in Computational Finance
http://www.bnikolic.co.uk/boostqf/index.html
Applying the C BOOST Library in Computational Finance. These pages are fairly old but kept for reference. Daniel J. Duffy published books on the Boost libraries. We are offering consulting services related Boost C libraries, please get in touch with us on webs@bnikolic.co.uk. This is a white-paper which Daniel J. Duffy. And myself are writing on the use of the BOOST. Is the best candidate for such a library and learning and applying to your systems is likely to give significant benefits. 2016 - Bojan Nik...
mikejuniperhill.blogspot.com
Tools for finance: June 2014
http://mikejuniperhill.blogspot.com/2014_06_01_archive.html
A market risk developer point of view. Saturday, June 28, 2014. Configurable C# Monte Carlo zero-coupon bond pricer in Excel. Monte Carlo design, what was presented in my previous blog article. Could actually be used, not only for pricing options, but for all applications where one would like to simulate stochastic process. One such useful application would be to simulate short rate process for pricing zero-coupon bonds, for example. Download and unzip Excel-DNA. EXTENSIONS FOR CURRENT DESIGN. There will...
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