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| FORUMS > The Quantitative Finance Code Library Project | Replies | Views | Originator | Last Post | |||||||
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Welcome | 0 | 11153 | outrun |
Sat Oct 01, 11 09:44 PM by outrun |
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Is this project going anywhere? | 8 | 7359 | fancidev |
Fri Feb 22, 13 10:45 AM by Cuchulainn |
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The ultimate Monte Carlo framework
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266 | 16978 | DevonFangs |
Fri Feb 15, 13 11:24 PM by MiloRambaldi |
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Nearest Correlation Matrix-Hypersphere Decomposition | 4 | 5133 | corcra |
Sun Feb 10, 13 11:42 AM by ExSan |
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Matlab Code - Financial Modelling | 11 | 4160 | Lapsilago |
Mon Dec 10, 12 12:33 PM by Salain |
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Library-Excel-Application Interoperability Project | 15 | 7853 | Cuchulainn |
Wed Dec 05, 12 07:49 AM by Lapsilago |
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Numerics Libraries (Foundations)
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45 | 12479 | Cuchulainn |
Mon Oct 15, 12 06:56 AM by Cuchulainn |
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ADE Method | 8 | 3886 | Cuchulainn |
Thu Oct 11, 12 04:36 PM by Cuchulainn |
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Requests for micro-help
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26 | 8707 | outrun |
Mon Sep 17, 12 06:13 PM by Cuchulainn |
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Parallel RNG and distributed MC
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543 | 23854 | outrun |
Sun Sep 02, 12 07:31 PM by Cuchulainn |
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qfcl/random | 5 | 4416 | MiloRambaldi |
Fri Aug 31, 12 11:30 PM by MiloRambaldi |
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C++11
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22 | 11987 | DevonFangs |
Wed Aug 22, 12 07:26 AM by Cuchulainn |
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ADE for SABR - testing the implementation | 14 | 4917 | chocolatemoney |
Fri Aug 17, 12 12:05 PM by Cuchulainn |
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Milo Rambaldi's sandbox | 2 | 6445 | MiloRambaldi |
Fri May 25, 12 03:57 PM by MiloRambaldi |
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New Hardware | 2 | 5833 | MiloRambaldi |
Fri May 18, 12 12:55 PM by Hansi |
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Hybrid Monte Carlo / PDE models | 3 | 8814 | Cuchulainn |
Mon May 07, 12 10:37 PM by wbbqhs |
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Open Source Sovereign Risk Model | 2 | 7104 | joffemd2 |
Mon Apr 23, 12 05:30 PM by joffemd2 |
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Stakeholders and Users | 4 | 6797 | Cuchulainn |
Wed Apr 11, 12 06:55 PM by rmax |
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Bond RV Measures calculation methodology | 2 | 6849 | l7nk37 |
Mon Apr 09, 12 03:05 AM by l7nk37 |
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Visualisation of Data in qfcl
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20 | 9507 | Cuchulainn |
Sun Apr 08, 12 11:23 PM by Polter |
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Credit Analytics contribution to qfin | 7 | 7343 | l7nk37 |
Wed Apr 04, 12 04:54 AM by l7nk37 |
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PDE/PIDE (FDM. FEM) methods thread
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91 | 15137 | Cuchulainn |
Mon Apr 02, 12 06:09 PM by Cuchulainn |
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N00b post | 8 | 7920 | tomodachi |
Tue Mar 27, 12 09:06 AM by Cuchulainn |
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Source Code
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41 | 10059 | Cuchulainn |
Sun Mar 25, 12 06:41 PM by Cuchulainn |
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LDS patent? | 5 | 7731 | outrun |
Wed Mar 21, 12 08:31 PM by outrun |
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(incremental/parallel) statistics | 4 | 8359 | quartz |
Thu Mar 01, 12 08:57 AM by outrun |
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FPGA library
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69 | 11127 | farmer |
Fri Feb 24, 12 07:37 PM by outrun |
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Project Management Role and Duties | 16 | 10905 | Cuchulainn |
Sun Feb 19, 12 02:27 PM by Cuchulainn |
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Testing
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49 | 12811 | rmax |
Sat Feb 18, 12 08:42 PM by Alan |
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Choice of matrix library and interface
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95 | 14361 | OOglesby |
Wed Feb 08, 12 08:05 PM by Cuchulainn |
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General Remarks and so on
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64 | 13197 | Cuchulainn |
Wed Feb 08, 12 05:04 PM by Cuchulainn |
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Questions and Requests for new Features and Functionality | 8 | 8128 | Cuchulainn |
Mon Feb 06, 12 07:47 PM by frenchX |
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Multithreaded and Parallel Computational Finance Applications | 15 | 8485 | Cuchulainn |
Thu Feb 02, 12 08:55 AM by outrun |
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Parallel and streaming algorithms | 7 | 8221 | outrun |
Mon Jan 30, 12 09:06 PM by outrun |
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Access to Sandbox | 16 | 10933 | outrun |
Sat Jan 07, 12 09:38 AM by outrun |
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Sub System Brainstorm
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23 | 10899 | rmax |
Thu Dec 22, 11 03:01 PM by outrun |
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LMM?
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21 | 10001 | quantmeh |
Tue Dec 20, 11 10:40 PM by quantmeh |
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Foreign Function Interface (FFI) | 5 | 10207 | Polter |
Tue Dec 20, 11 08:29 PM by Polter |
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Portfolio VaR and Greeks computaion softweres | 4 | 9605 | quanter9 |
Tue Dec 20, 11 10:03 AM by Cuchulainn |
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Version 0.0: Prototype
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56 | 11057 | rmax |
Tue Dec 20, 11 06:51 AM by Cuchulainn |
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| FORUMS > The Quantitative Finance Code Library Project | |||||||||||
