Refine by Content Type

Refine by Product

Refine by Time Frame

image thumbnail

updated 2 months ago

CFH Toolbox (Characteristic Function Option Pricing) by Matthias Held

Implementation of Option Pricing Transform Methods (transform methods, characteristic functi..., option pricing)

cf2american

cf2bond

cf2bondEx

image thumbnail

updated 2 years ago

Pricing and Calibration Framework (Object Oriented) by Kienitz Wetterau FinModelling

Object Oriented Framework for Pricing, Calibration and Hedging. (pricing, calibration, forward start options)

BoundConstraints(xvec,lb,ub,varargin)

GradientEval(fobj,xk,fval,varargin)

HessApprox(oldGradF,oldX,newGradF,newX,oldHessian)

Contact us