Recent changes to Progress

WikiPage Progress modified by zhangliang

zhangliang — Mon, 28 Nov 2011 02:51:10 -0000

--- v5 
+++ v6 
@@ -1,36 +1,0 @@
-The goal of this project is to have a deeper understanding of quantitative finance theory and gain practical experience.
-
-# price and calculate greeks for all products #
-* European, American, Bermudan, Asian,
-* Call, Put, Cash-or-Nothing, Asset-or-Nothing,
-* Knock-in, Knock-out barrier
-* Credit Product: Corpula
-* Interest Rate Product
-
-# with all frameworks 
-* Black-Scholes, HJM, Libor Market Model(BGM)
-* Short rate: 
-    * Hull-White
-    * Vasicek, 
-    * Cox-Ingersoll-Ross, 
-    * Black-Derman-Toy,
-    * Black-Karsinski
-
-* Volatility Model:
-    * local and stochastic volatility, 
-    * implied constant volatility,
-    * implied volatility surface
-
-* Pricing techniques:
-    * Monte Carlo:Simple, Exotic
-        Variance Reductions:AntiThetic,moment matching
-    * Tree: Binomial, Trinomial, different u and d
-    * PDE with FDM: explicit, implicit, crank-nicolson  
-    * Analytic solution
-* with all C++ technologies:
-    * design pattern
-    * generic programming
-    * STL
-    * boost
-    * numerical library: blas,lapack,GNU Scientific Library
-    * multi-threaded: boost thread, MPI, CUDA

WikiPage Home modified by zhangliang

zhangliang — Wed, 23 Nov 2011 23:03:32 -0000

--- v4 
+++ v5 
@@ -1,4 +1,4 @@
-The goal of this project is to have a deeper understanding of quantitative finance and gain practical experience.
+The goal of this project is to have a deeper understanding of quantitative finance theory and gain practical experience.
 
 # price and calculate greeks for all products #
 * European, American, Bermudan, Asian,

WikiPage Home modified by zhangliang

zhangliang — Wed, 23 Nov 2011 23:02:51 -0000

--- v3 
+++ v4 
@@ -7,7 +7,7 @@
 * Credit Product: Corpula
 * Interest Rate Product
 
-# with all frameworks # 
+# with all frameworks 
 * Black-Scholes, HJM, Libor Market Model(BGM)
 * Short rate: 
     * Hull-White

WikiPage Home modified by zhangliang

zhangliang — Wed, 23 Nov 2011 23:02:08 -0000

--- v2 
+++ v3 
@@ -1,1 +1,36 @@
 The goal of this project is to have a deeper understanding of quantitative finance and gain practical experience.
+
+# price and calculate greeks for all products #
+* European, American, Bermudan, Asian,
+* Call, Put, Cash-or-Nothing, Asset-or-Nothing,
+* Knock-in, Knock-out barrier
+* Credit Product: Corpula
+* Interest Rate Product
+
+# with all frameworks # 
+* Black-Scholes, HJM, Libor Market Model(BGM)
+* Short rate: 
+    * Hull-White
+    * Vasicek, 
+    * Cox-Ingersoll-Ross, 
+    * Black-Derman-Toy,
+    * Black-Karsinski
+
+* Volatility Model:
+    * local and stochastic volatility, 
+    * implied constant volatility,
+    * implied volatility surface
+
+* Pricing techniques:
+    * Monte Carlo:Simple, Exotic
+        Variance Reductions:AntiThetic,moment matching
+    * Tree: Binomial, Trinomial, different u and d
+    * PDE with FDM: explicit, implicit, crank-nicolson  
+    * Analytic solution
+* with all C++ technologies:
+    * design pattern
+    * generic programming
+    * STL
+    * boost
+    * numerical library: blas,lapack,GNU Scientific Library
+    * multi-threaded: boost thread, MPI, CUDA

WikiPage Home modified by zhangliang

zhangliang — Wed, 23 Nov 2011 23:01:00 -0000

--- v1 
+++ v2 
@@ -1,5 +1,1 @@
-Welcome to your wiki!
-
-This is the default page, edit it as you see fit. To add a page simply reference it within brackets, e.g.: [SamplePage].
-
-The wiki uses [Markdown](/p/quant-study-lib/wiki/markdown_syntax/) syntax.
+The goal of this project is to have a deeper understanding of quantitative finance and gain practical experience.

WikiPage Home modified by zhangliang

zhangliang — Sun, 20 Nov 2011 00:52:38 -0000

Welcome to your wiki! This is the default page, edit it as you see fit. To add a page simply reference it within brackets, e.g.: [SamplePage]. The wiki uses [Markdown](/p/quant-study-lib/wiki/markdown_syntax/) syntax.