Search Results for "financial derivatives"

A real-time financial derivatives calculator supporting 168+ models from QuantLib, Financial Numerical Recipes in C++ and MetaOptions. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring distances to any industry used expiration into the future. Spread engine with spread views. Models Supported: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump...

NOMAD is a C++ code that implements the MADS algorithm (Mesh Adaptive Direct Search) for difficult blackbox optimization problems. Such problems occur when the functions to optimize are costly computer simulations with no derivatives.

A quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. A cross-platform free/open-source tool for derivatives and financial engineering.

The objective of this project is to create a library of code for pricing financial derivatives products using CUDA to achieve GPU programming.

A library and Excel Spreadsheet for generating LIBOR Market Model sample paths.

QUANTBOOST, a Complete Library, Modelling of Derivatives in C++. Based on Wiley C++ Derivatives, as well as BOOST C++ Multithreading techniques and will support a quant fund approach type of forecasting and portfolio management. I will have direct access

DerivaQuant aims at creating a robust derivatives risk-analysis software for hedge funds and proprietary trading firms. It offers a variety of option pricing models, links with databases, real-time risk analysis and porfolio risk analysis.

An OpenSource Java implementation of a financial derivatives trading system. The system will have a core set of analytical libraries, used by EJB beans to provide SOAP services.