 |
|
|
 |
|
| FORUMS > The Quantitative Finance Code Library Project | Replies | Views | Originator | Last Post | |||||||
|
Welcome | 0 | 11143 | outrun |
Sat Oct 01, 11 09:44 PM by outrun |
||||||
|
Is this project going anywhere? | 8 | 7346 | fancidev |
Fri Feb 22, 13 10:45 AM by Cuchulainn |
||||||
|
|
The ultimate Monte Carlo framework
Pages:
1
2
Last
|
266 | 16965 | DevonFangs |
Fri Feb 15, 13 11:24 PM by MiloRambaldi |
||||||
|
|
Nearest Correlation Matrix-Hypersphere Decomposition | 4 | 5120 | corcra |
Sun Feb 10, 13 11:42 AM by ExSan |
||||||
|
|
Matlab Code - Financial Modelling | 11 | 4144 | Lapsilago |
Mon Dec 10, 12 12:33 PM by Salain |
||||||
|
|
Library-Excel-Application Interoperability Project | 15 | 7842 | Cuchulainn |
Wed Dec 05, 12 07:49 AM by Lapsilago |
||||||
|
|
Numerics Libraries (Foundations)
Pages:
1
2
Last
|
45 | 12466 | Cuchulainn |
Mon Oct 15, 12 06:56 AM by Cuchulainn |
||||||
|
|
ADE Method | 8 | 3878 | Cuchulainn |
Thu Oct 11, 12 04:36 PM by Cuchulainn |
||||||
|
|
Requests for micro-help
Pages:
1
2
|
26 | 8696 | outrun |
Mon Sep 17, 12 06:13 PM by Cuchulainn |
||||||
|
|
Parallel RNG and distributed MC
Pages:
1
2
Last
|
543 | 23842 | outrun |
Sun Sep 02, 12 07:31 PM by Cuchulainn |
||||||
|
|
qfcl/random | 5 | 4407 | MiloRambaldi |
Fri Aug 31, 12 11:30 PM by MiloRambaldi |
||||||
|
|
C++11
Pages:
1
2
|
22 | 11977 | DevonFangs |
Wed Aug 22, 12 07:26 AM by Cuchulainn |
||||||
|
|
ADE for SABR - testing the implementation | 14 | 4906 | chocolatemoney |
Fri Aug 17, 12 12:05 PM by Cuchulainn |
||||||
|
|
Milo Rambaldi's sandbox | 2 | 6437 | MiloRambaldi |
Fri May 25, 12 03:57 PM by MiloRambaldi |
||||||
|
|
New Hardware | 2 | 5825 | MiloRambaldi |
Fri May 18, 12 12:55 PM by Hansi |
||||||
|
|
Hybrid Monte Carlo / PDE models | 3 | 8803 | Cuchulainn |
Mon May 07, 12 10:37 PM by wbbqhs |
||||||
|
|
Open Source Sovereign Risk Model | 2 | 7095 | joffemd2 |
Mon Apr 23, 12 05:30 PM by joffemd2 |
||||||
|
|
Stakeholders and Users | 4 | 6788 | Cuchulainn |
Wed Apr 11, 12 06:55 PM by rmax |
||||||
|
|
Bond RV Measures calculation methodology | 2 | 6839 | l7nk37 |
Mon Apr 09, 12 03:05 AM by l7nk37 |
||||||
|
|
Visualisation of Data in qfcl
Pages:
1
2
|
20 | 9494 | Cuchulainn |
Sun Apr 08, 12 11:23 PM by Polter |
||||||
|
|
Credit Analytics contribution to qfin | 7 | 7333 | l7nk37 |
Wed Apr 04, 12 04:54 AM by l7nk37 |
||||||
|
|
PDE/PIDE (FDM. FEM) methods thread
Pages:
1
2
Last
|
91 | 15120 | Cuchulainn |
Mon Apr 02, 12 06:09 PM by Cuchulainn |
||||||
|
|
N00b post | 8 | 7912 | tomodachi |
Tue Mar 27, 12 09:06 AM by Cuchulainn |
||||||
|
|
Source Code
Pages:
1
2
Last
|
41 | 10046 | Cuchulainn |
Sun Mar 25, 12 06:41 PM by Cuchulainn |
||||||
|
|
LDS patent? | 5 | 7723 | outrun |
Wed Mar 21, 12 08:31 PM by outrun |
||||||
|
|
(incremental/parallel) statistics | 4 | 8348 | quartz |
Thu Mar 01, 12 08:57 AM by outrun |
||||||
|
|
FPGA library
Pages:
1
2
Last
|
69 | 11114 | farmer |
Fri Feb 24, 12 07:37 PM by outrun |
||||||
|
|
Project Management Role and Duties | 16 | 10895 | Cuchulainn |
Sun Feb 19, 12 02:27 PM by Cuchulainn |
||||||
|
|
Testing
Pages:
1
2
Last
|
49 | 12799 | rmax |
Sat Feb 18, 12 08:42 PM by Alan |
||||||
|
|
Choice of matrix library and interface
Pages:
1
2
Last
|
95 | 14348 | OOglesby |
Wed Feb 08, 12 08:05 PM by Cuchulainn |
||||||
|
|
General Remarks and so on
Pages:
1
2
Last
|
64 | 13184 | Cuchulainn |
Wed Feb 08, 12 05:04 PM by Cuchulainn |
||||||
|
|
Questions and Requests for new Features and Functionality | 8 | 8119 | Cuchulainn |
Mon Feb 06, 12 07:47 PM by frenchX |
||||||
|
|
Multithreaded and Parallel Computational Finance Applications | 15 | 8476 | Cuchulainn |
Thu Feb 02, 12 08:55 AM by outrun |
||||||
|
|
Parallel and streaming algorithms | 7 | 8213 | outrun |
Mon Jan 30, 12 09:06 PM by outrun |
||||||
|
|
Access to Sandbox | 16 | 10924 | outrun |
Sat Jan 07, 12 09:38 AM by outrun |
||||||
|
|
Sub System Brainstorm
Pages:
1
2
|
23 | 10886 | rmax |
Thu Dec 22, 11 03:01 PM by outrun |
||||||
|
|
LMM?
Pages:
1
2
|
21 | 9991 | quantmeh |
Tue Dec 20, 11 10:40 PM by quantmeh |
||||||
|
|
Foreign Function Interface (FFI) | 5 | 10199 | Polter |
Tue Dec 20, 11 08:29 PM by Polter |
||||||
|
|
Portfolio VaR and Greeks computaion softweres | 4 | 9594 | quanter9 |
Tue Dec 20, 11 10:03 AM by Cuchulainn |
||||||
|
|
Version 0.0: Prototype
Pages:
1
2
Last
|
56 | 11048 | rmax |
Tue Dec 20, 11 06:51 AM by Cuchulainn |
||||||
|
|||||||||||
| FORUMS > The Quantitative Finance Code Library Project | |||||||||||
