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Thread Title	Filename	Thanks to	Views	Posted
Code and Paper related to Multi-Curve Curve Calibration (incl. ois discounting, tenor basis, cross-currency basis)	Harmonic.zip	Cuchulainn	1920 Views	14/06/2013
Assumptions for smoothness of the function	Thesis.zip	giorgio	5584 Views	06/06/2013
Fractals - Patterns and Chaos	Exsan V.4.04.I Color Palette.zip	ExSan	114314 Views	04/06/2013
Some basic quastions abot numerical methods	ExponentialFitting.zip	Cuchulainn	1261 Views	20/05/2013
Help with Heston Finite Difference	hestonFD.zip	monraf	575 Views	20/05/2013
Interest Rate Curve Arbitrage	Bootstrap from scatch.zip	JohnDMarano	804 Views	04/05/2013
OIS discounting ~ discrete replication of single payment.	csa_note.zip	frank82	1079 Views	26/04/2013
Approximation of implied probability distribution from option chains (Hull, 8th ed.)	Hull Example Wilmott.zip	arkey	937 Views	12/04/2013
pls help to recognize a book	BookScan.zip	rrm	1017 Views	09/04/2013
Analytic Solution of Convection-Diffusion PDEs using Girsanov and Conditioned diffusions	GirsanovKarachiPDE8W080.zip	Amin	3025 Views	05/04/2013
Analytic Solution of Convection-Diffusion PDEs using Girsanov and Conditioned diffusions	GirsanovKarachiPDE8W02.zip	Amin	3025 Views	05/04/2013
Analytic Solution of Convection-Diffusion PDEs using Girsanov and Conditioned diffusions	GirsanovKarachiPDE8W.zip	Amin	3025 Views	05/04/2013
2D Stokes flow in finite differences - singular matrix	suda.f90.zip	kombek	1117 Views	04/04/2013
Analytic Solution of Convection-Diffusion PDEs using Girsanov and Conditioned diffusions	GirsanovKarachiPDE4.zip	Amin	3025 Views	29/03/2013
Zooming into a Monte Carlo path	bmlib.zip	outrun	1676 Views	28/03/2013
OIS discounting collateralized swaps proof	CollateralizedSwapExample.zip	BerndSchmitz	8762 Views	13/03/2013
Fujii et. al, Collateral account question	CollateralCalculation.zip	BerndSchmitz	6972 Views	07/03/2013
ODE question	Exsan V.4.03.O ODE_solver_Euler_Predictor_Corrector.zip	ExSan	72782 Views	15/02/2013
Simulation Non-Central Chi-Square Dist'n	NCCSquared.zip	Cuchulainn	72148 Views	15/02/2013
Do you want to team up with an opensource Matlab/Java/QuickFix little project?	fixmatlab.zip	outrun	23046 Views	13/02/2013

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