Search Results for "financial"

This project should combine a financial mathematics library with an underlying financial market database (and a set of other tools), which could be used by financial institutions for their financial market data needs as well as by students for research works.

The toolkit glpk supports methods for mixed integer linear programming (MILP). These methods solve Capital Budgeting Problems (CBP). Unfortunately, glpk does not support any multithreading and there is no feature to distribute problems via network connections. Today, this is a pitiable sight, because modern computer systems are coupled by networks and support multi threading. We create a distributed system with Apache thrift and the C-API of glpk. Now, it is possible to use as many cores in...

Java library for parsing and evaluating math expressions. Javadoc is available at http://bracer.sourceforge.net/javadoc/ P.S. This library depends on Apache Commons Math, so don't forget to include commons-math-2.2.jar to your project.

Implementation of algorithm from paper 'Numerical Approximation of Option Premia in Displaced-Lognormal Heston Models' by A Dickinson. For code: click link under 'Develop' & checkout via svn or click link under Browse Code->SVN & download tarball

An innovative calculator project.

MGARCH is a software library for R-Project to simulate and estimate various MGARCH processes. This project also provides convenience tools for preparing data, summarizing and visualizing results, prediction and documentation.