金融工程程序大收集

金融工程程序大收集

到目前为止我收集的部分金融工程相关程序,公布如下(是以SQL形式保存的,所以有些奇怪的数字,但不影响阅读。)

  

  (37, 18, 'Thomas Ho', 57, 2, '-1', 0, 0.00, '', 'http://www.thomasho.com/mainpages/analysoln.asp', 'http://www.thomasho.com/mainpages/analysoln.asp', '', '1', '', 'no', 774, 55, 177, 0, 'yes', '2007-11-16 13:14:32', '0000-00-00 00:00:00', '2007-04-03 01:43:24', '2007-08-06 08:04:33', 15, '', 0),

  (38, 18, 'Parameters estimation of GARCH model', 55, 2, '-1', 0, 0.00, '', 'http://w3.uniroma1.it/passalac/buffer/GARCH.xls', 'http://w3.uniroma1.it/passalac/buffer/GARCH.xls', '', '1', '', 'no', 1325, 49, 352, 0, 'yes', '2007-11-17 01:53:12', '0000-00-00 00:00:00', '2007-04-03 01:47:15', '2007-08-06 08:05:05', 15, '', 1000),

  (39, 18, 'Pricing Derivatives Securities ', 43, 2, '-1', 0, 0.00, '', 'http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=14508', 'http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=14508', '', 'R2007a', '', 'no', 810, 30, 220, 0, 'yes', '2007-11-16 20:22:01', '0000-00-00 00:00:00', '2007-04-03 06:21:06', '2007-08-06 08:02:08', 15, '', 3437),

  (40, 18, 'MatLab for Financial Engineers ', 43, 2, '-1', 0, 0.00, '', 'http://faculty.haas.berkeley.edu/peliu/computing/', 'http://faculty.haas.berkeley.edu/peliu/computing/', '', '1', '', 'no', 2377, 54, 678, 0, 'yes', '2007-11-16 22:32:41', '0000-00-00 00:00:00', '2007-04-04 07:01:36', '2007-04-04 06:58:46', 15, NULL, 1),

  (41, 18, 'SAS for Financial Engineers ', 81, 2, '-1', 0, 0.00, '', 'http://faculty.haas.berkeley.edu/peliu/computing/', 'http://faculty.haas.berkeley.edu/peliu/computing/', '', '1', '', 'no', 759, 52, 185, 0, 'yes', '2007-11-16 15:42:24', '0000-00-00 00:00:00', '2007-04-04 07:01:32', '2007-10-05 10:52:07', 16, '', 1),

  (42, 18, 'Spreadsheet Programs', 57, 2, '-1', 0, 0.00, '', 'http://pages.stern.nyu.edu/%7Eadamodar/New_Home_Page/spreadsh.htm', 'http://pages.stern.nyu.edu/%7Eadamodar/New_Home_Page/spreadsh.htm', '', '1', '', 'no', 925, 66, 212, 0, 'yes', '2007-11-17 01:33:06', '0000-00-00 00:00:00', '2007-04-05 04:18:11', '2007-04-05 04:17:27', 15, NULL, 1),

  (43, 18, ' A Course in Derivative Securities: Introduction to Theory and Computation', 55, 2, '-1', 0, 0.00, '', 'http://www.kerryback.net/', 'http://www.kerryback.net/CourseinDerivativeSecurities.xls', '', '1', '', 'no', 1618, 69, 447, 0, 'yes', '2007-11-16 19:59:22', '0000-00-00 00:00:00', '2007-04-05 04:24:29', '2007-08-06 07:58:27', 16, '', 10),

  (44, 18, 'Financial Engineering: Discrete-Time Asset Pricing', 57, 2, '-1', 0, 0.00, '', 'http://www.columbia.edu/%7Emh2078/FE04.html', 'http://www.columbia.edu/%7Emh2078/FE04.html', '', '1', '', 'no', 821, 49, 200, 0, 'yes', '2007-11-17 01:49:27', '0000-00-00 00:00:00', '2007-04-05 06:31:03', '2007-04-05 06:19:15', 15, NULL, 0),

  (45, 18, 'multiperiod binomial model', 55, 2, '-1', 0, 0.00, '', 'http://tigger.uic.edu/~soffer/585/options.xls', 'http://tigger.uic.edu/~soffer/585/options.xls', '', '1', '', 'no', 688, 38, 162, 0, 'no', '2007-11-15 01:52:44', '0000-00-00 00:00:00', '2007-11-12 03:51:53', '2007-04-05 06:21:08', 15, NULL, 0),

  (46, 18, 'Heston Stochastic Volatility ', 78, 1, '-1', 0, 0.00, '', 'http://www.math.nyu.edu/ms_students/lw429/calculator.htm', 'http://www.math.nyu.edu/ms_students/lw429/calculator.htm', '', '0', '', 'no', 2517, 68, 471, 0, 'yes', '2007-11-16 19:03:57', '0000-00-00 00:00:00', '2007-04-05 06:30:50', '2007-04-05 06:27:53', 11, NULL, 0),

  (47, 18, 'SWAP++', 32, 2, '-1', 0, 0.00, '', 'http://www.math.nyu.edu/ms_students/lw429/projects.htm', 'http://www.math.nyu.edu/ms_students/lw429/project/swap.tar.gz', '', '0', '', 'no', 1331, 55, 348, 0, 'yes', '2007-11-17 01:25:26', '0000-00-00 00:00:00', '2007-04-05 06:30:47', '2007-04-05 06:29:25', 15, NULL, 0),

  (48, 18, 'Design Patterns and Derivatives Pricing', 32, 1, '-1', 0, 0.00, '', 'http://www.markjoshi.com/design/', 'http://www.markjoshi.com/design/DesignCPP.zip', '', '1', '', 'no', 1984, 76, 384, 0, 'yes', '2007-11-17 00:47:58', '0000-00-00 00:00:00', '2007-04-05 10:42:32', '2007-04-05 10:41:37', 12, NULL, 0),

  (49, 18, 'Fast Greeks in Forward Libor Models ', 32, 2, '-1', 0, 0.00, '', 'http://www.gsb.columbia.edu/faculty/pglasserman/Other/grklibor.pdf', 'http://www.gsb.columbia.edu/faculty/pglasserman/Other/greeks_code.zip', '', '1', '', 'no', 601, 55, 122, 0, 'yes', '2007-11-16 13:11:45', '0000-00-00 00:00:00', '2007-04-06 07:37:37', '2007-04-06 07:36:50', 15, NULL, 13),

  (50, 18, 'Archive of Finance & Econometrics GAUSS & Matlab Code', 71, 2, '-1', 0, 0.00, '', 'http://www.cameronrookley.com/gtoml/archive.html', 'http://www.cameronrookley.com/gtoml/archive.html', '', '0', '', 'no', 601, 40, 130, 0, 'yes', '2007-11-16 11:52:13', '0000-00-00 00:00:00', '2007-04-08 06:26:23', '2007-04-08 06:25:44', 14, NULL, 0),

  (51, 18, 'Global Derivatives Option Pricing Matlab Code ', 43, 2, '-1', 0, 0.00, '', 'http://www.global-derivatives.com/matlab.php', 'http://www.global-derivatives.com/matlab.php', '', '0', '', 'no', 2476, 98, 660, 0, 'yes', '2007-11-17 02:11:58', '0000-00-00 00:00:00', '2007-04-09 12:43:52', '2007-04-09 12:43:21', 15, NULL, 0),

  (52, 18, 'C++ Financial Algoritms (Financial Numerical Recipes)', 34, 2, '-1', 0, 0.00, '', 'http://finance-old.bi.no/~bernt/gcc_prog/index.html', 'http://finance-old.bi.no/~bernt/gcc_prog/index.html', '', '0', '', 'no', 1947, 57, 514, 0, 'yes', '2007-11-17 00:13:55', '0000-00-00 00:00:00', '2007-04-09 07:39:26', '2007-04-09 07:38:58', 15, NULL, 0),

  (53, 18, 'A lightweight C++ library for quantitative finance applications', 83, 1, '-1', 0, 0.00, '', 'http://terreneuve.sourceforge.net/', 'http://prdownloads.sourceforge.net/terreneuve/terreneuve-1.0.tar.gz?download', '', '1', '', 'no', 1802, 96, 352, 0, 'yes', '2007-11-16 13:16:10', '0000-00-00 00:00:00', '2007-04-11 01:19:14', '2007-04-11 01:18:31', 12, NULL, 0),

  (54, 18, 'Copula toolbox for Matlab', 41, 2, '-1', 0, 0.00, '', 'http://www.economics.ox.ac.uk/members/andrew.patton/code.html', 'http://www.economics.ox.ac.uk/members/andrew.patton/Patton_copula_toolbox.zip', '', '1.03', '', 'no', 1304, 51, 326, 0, 'yes', '2007-11-16 16:17:27', '0000-00-00 00:00:00', '2007-04-11 07:14:49', '2007-11-01 12:16:33', 14, '', 0),

  (55, 18, 'On-Line Options Pricing & Probability Calculators', 78, 2, '-1', 0, 0.00, '', 'http://www.hoadley.net/options/calculators.htm', 'http://www.hoadley.net/options/calculators.htm', '', '0', '', 'no', 576, 53, 121, 0, 'yes', '2007-11-16 13:14:43', '0000-00-00 00:00:00', '2007-04-12 06:42:33', '2007-04-12 06:41:51', 15, NULL, 0),

  (56, 18, 'weighted covariance matrix ', 41, 2, '-1', 0, 0.00, '', 'http://www.stanford.edu/~wfsharpe/mat/mlfn.htm', 'http://www.stanford.edu/~wfsharpe/mat/wcov.txt', '', '0', '', 'no', 800, 57, 172, 0, 'yes', '2007-11-16 15:31:39', '0000-00-00 00:00:00', '2007-04-13 02:41:40', '2007-04-13 02:36:28', 14, NULL, 0),

  (57, 18, 'A Matlab Toolbox for Univariate GARCH estimation', 41, 2, '-1', 0, 0.00, '', 'http://www-agecon.ag.ohio-state.edu/people/roberts.628/research/garchkit/garchkit.html', 'http://aede.osu.edu/people/roberts.628/research/garchkit/garchkit.html', '', '0', '', 'no', 802, 40, 180, 0, 'yes', '2007-11-16 19:48:30', '0000-00-00 00:00:00', '2007-04-13 02:41:34', '2007-11-13 01:44:51', 14, '', 0),

  (58, 18, 'QMLE', 41, 2, '-1', 0, 0.00, '', 'http://www.mathtools.net/files/net/qmle.zip', 'http://www.mathtools.net/files/net/qmle.zip', '', '0', '', 'no', 593, 16, 138, 0, 'yes', '2007-11-16 03:20:44', '0000-00-00 00:00:00', '2007-04-13 02:41:31', '2007-04-13 02:40:29', 13, NULL, 0),

  

  这里没法上次附件,还有22页,感兴趣的只能在http://quanthr.com/bbs/thread-987-1-1.html下载了。

  来源金融工程家坛http://QuantHR.com。
金融工程, 数学算法

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