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Log in for easy access to files posted by members. To add your own files go to the most relevant part of the Forum and post a message describing the functionality of the file. Files must be in .zip format and less than 2Mb in size. WILMOTT Forums cannot be held responsible for any problems arising from the use of any files in this section of the site.

Thread Title Filename Thanks to Views Posted
Mulithreaded 1D PDE solver for black scholes equation imacm_15_15.zip Cuchulainn 248
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03/07/2015
Density of Stochastic Differential Equations with Stochastic Calculus of Standard Deviations SCSDInfinitiDerivatives_07_02_15.zip Amin 5901
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Analytical formulas for the pricing and greeks of barrier options under Black-Scholes BarrierPricer.zip VermeirJ 272
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25/06/2015
Density of Stochastic Differential Equations with Stochastic Calculus of Standard Deviations InfinitiDerivativesSCSD.zip Amin 5901
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can't convert a formula in excel to vba code NFL.zip tagoma 695
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14/06/2015
CPPI simulation fails 1987 Black Monday Shock CPPI Siumlation.zip Tedypendah 1365
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24/05/2015
Bivariate Normal Integral paper Goursat.zip Cuchulainn 24986
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20/05/2015
Cumulant transform in BNS model BNSCumulants.zip LocalVolatility 1717
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19/05/2015
Bivariate Normal Integral paper Goursat.zip Cuchulainn 24986
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18/05/2015
Poll: for how much would you buy a book on "Getting Started with QuantLib"? ReSharper4Wilmott.zip finanzmaster 6632
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07/05/2015
Proof of concept FHS with Garch GJM GarchMSCI_EXAMPLE.xls.zip theblackcarpet 1342
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02/05/2015
speed ratio between closed form and pde pricing 7762A.zip Cuchulainn 1555
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26/04/2015
What does ?convergence? in Monte Carlo simulation mean? schemes21.zip Cuchulainn 3518
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23/04/2015
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22/04/2015
Fractals - Patterns and Chaos ExSan_V.5.02.C_max_min_sub_matrix.zip ExSan 145095
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17/03/2015
The Second Quarterly OT Trading Contest - Q2 2015 cfb1.csv.zip outrun 846
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15/03/2015
DVega/DSpot twovolatilitytotalvega.zip LocalVolatility 1448
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11/03/2015
Book on Interest Rate Modelling by Leif Andersen and Vladimir Piterbarg TypoReport.zip piterbarg 130291
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03/03/2015
statistical arbitrage daily_returns.zip akravchenko 2550
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24/02/2015
C#: Extended WPF Toolkit - Customixing Button Labels in a MessageBox SKM_C3350150224100200.zip Cuchulainn 6414
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