March 2010 Archives

Heston stochastic volatility model - Calibration

Implementation for Heston stochastic volatility model. Read more

Synopsis - Heston volatility model library

Implementation for Heston stochastic volatility model. Read more

Synopsis - Binary operations library

Description : Performs binary to decimal conversion of a 32 bit binary number. Read more

Synopsis - Random number generator library

Synopsis - Random number generator library Read more

Synopsis - Matrix functions library

Synopsis - Matrix functions library Read more

Synopsis - Option Formulas Library

Option formulas library synopsis Read more