Freeware!: http://espehaug.SayBlackScholes: Once again Espen Gaarder Haug delivers... Balck-Scholes in many languages |
Contain the code for Black-Scholes, Generalized Black-Scholes and the CDF functions. The codes were taken from The Complete Guide to Option Pricing Formulas by Espen Gaarder Haug. This book is a must to every Financial Engineer!. |
Companies Homepages: www.riskbooks.com: Everybody knows that their books are overpriced.... for those who can expense them www.econophyics.org: good web site interesting links www.finews.com: the unavoidable www.numa.com: Numa web, good comapny nice links BlackJack: BlackJack. Closely related to option trading |
Personal Homepages: www.metinkilic.com Metin Kilic web page nice quant page with freeware! www.pstemarie.homestead.com: Pierre-Philippe Ste-Marie homepage. Many hyperlinks to Fin. Eng. sites www.home.online.no/~espenhaug: Page of Espen Haug, the man that brought options to the people www.cgoakley.demon.co.uk/index.html : Page of Dr. Chris Oakley. Interesting Quant. career |
N.B. If you want to upload a function all source code must be availiable and your name must be provided. You can do so by emailing the code you want posted in a ZIP file at the address above. If you are aware of any other fin. eng. freeware site please email me the hyperlink. YOU NEED WINZIP TO OPEN THE FILES |
FREEWARE |
Disclaimer: This web site is developped by Financial Engineers for Financial Engineers. It is designed to hold free utility functions in the most common programming languages to help Financial Engineers in their day to day tasks.The source code must contain at all time the names of the programmer(s). All copyrights remains with the original programmer(s) and no liability of any sort pertaining to the operation of the freeware downloaded from this site can be attributed to the programmer(s) of the functions, or the site operator. These functions are free, but are not bug or virus tested. |
N.B. If you want to upload a function all source code must be availiable and your name must be provided. You can do so by emailing the code you want posted in a ZIP file at the address above. If you are aware of any other fin. eng. freeware site please email me the hyperlink. YOU NEED WINZIP TO OPEN THE FILES |
Go to: |
Visual Basic Freeware |
C++ Freeware |
MatLab & S+ Freeware |
JAVA Freeware |
List of Hyperlinks |
Credits |
Personal Homepages: www.metinkilic.com Metin Kilic web page nice quant page with freeware! www.pstemarie.homestead.com: Pierre-Philippe Ste-Marie homepage. Many hyperlinks to Fin. Eng. sites www.home.online.no/~espenhaug: Page of Espen Haug, the man that brought options to the people www.cgoakley.demon.co.uk/index.html : Page of Dr. Chris Oakley. Interesting Quant. career |
Companies Homepages: www.riskbooks.com: Everybody knows that their books are overpriced.... for those who can expense them www.econophyics.org: good web site interesting links www.finews.com: the unavoidable www.numa.com: Numa web, good comapny nice links BlackJack: BlackJack. Closely related to option trading |
Thank you to. Espen Gaarder haug, Ignacio Delgado, Karsten Howes, Charles Lenfest, Pierre-Philippe Ste-Marie |
Linear interpolation function. |
The very infamous Monthy Hall paradox. Anybody who needs a refresher in Bayesian statistic should play a game or two. |
Genetic Programming Algorithims. A program that teach itself how to do regressions. The code is somewhat hairy. |
Algorithims for computing simple matrix operations. |
Thank you very much to the following distinguished contributors: Espen Gaarder Haug |
Contain the code for Black-Scholes, Generalized Black-Scholes and the CDF functions. The codes were taken from The Complete Guide to Option Pricing Formulas by Espen Gaarder Haug. This book is a must to every Financial Engineer!. |
Lattice method and analytical solution for blacksholes + many other C++ applet, like interp and Julian which computes date in Julian calendar. This code was adapted from David Heath code. |
Freeware!: http://espehaug.SayBlackScholes: Once again Espen Gaarder Haug delivers... Balck-Scholes in many languages |
The only way to become well rounded on the trading floor is by eating fatening food. -F.I.A.S.C.O. (p.30)- |
Mesh for explicit and Crank-Nicolson rollback operator... mainly demonstrating how C-N is SO awesome. |
Interesting ARCH and GARCH analysis in S+ |
Some usefull applets in java |
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