You are here: TWiki > Quantlib Web > WebRss r2 - 16 Aug 2004 - 03:27 - PeterThoeny


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TWiki's Quantlib web http://wiki.quantlib.org/twiki/bin/edit/view/Quantlib The Quantlib web of TWiki. TWiki is a Web-Based Collaboration Platform for the Corporate World. en-us Copyright 2008 by contributing authors and are licensed under the terms of the GNU Free Documentation License TWiki Administrator [gna@gnacademy.org] TWiki Administrator [gna@gnacademy.org] TWiki Quantlib main site.Quantlib http://wiki.quantlib.org/twiki/bin/edit/Quantlib http://www.gnacademy.org/images/QL-tiny.jpg NewbieProjects http://wiki.quantlib.org/twiki/bin/edit/Quantlib/NewbieProjects?t=2006-07-01T00:33:57Z Here are some projects for newbies. If you are interested in any of these e mail the quantlib dev list Implement a new pricing engine Global derivatives.com has ... (last changed by joe) 2006-07-01T00:33:57Z Main.joe WebHome http://wiki.quantlib.org/twiki/bin/edit/Quantlib/WebHome?t=2006-06-28T18:54:22Z http://www.quantlib.org/images/QL largish.jpg Quantlib Wiki %\ \frac{\partial V}{\partial t} \frac{1}{2}\sigma^2 S^2 \frac{\partial^2 V}{\partial S^2} rS ... (last changed by TWikiGuest) 2006-06-28T18:54:22Z guest RSwig http://wiki.quantlib.org/twiki/bin/edit/Quantlib/RSwig?t=2006-06-05T05:07:21Z Here are design note for RSwig. An experimental interface between R and Swig. The patches are attached to this page and are built against CVS (although they should ... (last changed by joe) 2006-06-05T05:07:21Z Main.joe QuantitativeFinanceLinks http://wiki.quantlib.org/twiki/bin/edit/Quantlib/QuantitativeFinanceLinks?t=2006-05-21T07:59:19Z General introductions to QF http://www.math.nyu.edu/faculty/kohn/ http://www.cds.caltech.edu/~yuji/courses/CDS270 BEM110.html Malliavin Calculus http://www.econ.upf ... (last changed by joe) 2006-05-21T07:59:19Z Main.joe MathPuzzleBooks http://wiki.quantlib.org/twiki/bin/edit/Quantlib/MathPuzzleBooks?t=2006-05-21T07:55:45Z Paul Zeitz The Art of Problem Solving Probably the most useful since it goes into the psychology and strategy of problem solve more than other books. Loren C. Larson ... (last changed by joe) 2006-05-21T07:55:45Z Main.joe JobAdviceForPhysicsPhds http://wiki.quantlib.org/twiki/bin/edit/Quantlib/JobAdviceForPhysicsPhds?t=2006-05-21T07:51:37Z The good news is that Wall Street is looking for a lot of people with physics doctorates. One curious thing is that the employers at the interview assume that ... (last changed by joe) 2006-05-21T07:51:37Z Main.joe ProgrammingBooks http://wiki.quantlib.org/twiki/bin/edit/Quantlib/ProgrammingBooks?t=2006-05-13T17:02:30Z Beginning C Eckel, Thinking in Patterns C and Finance Duffy Joshi Intermediate and Advanced C Meyers Lakos Sutter (last changed by joe) 2006-05-13T17:02:30Z Main.joe QuantitativeFinanceBooks http://wiki.quantlib.org/twiki/bin/edit/Quantlib/QuantitativeFinanceBooks?t=2006-05-13T17:00:50Z Here is a list of Quantitative Finance books which are being copied over the list at http://www.quantlib.org/books.shtml A very cheap source of used books are http ... (last changed by joe) 2006-05-13T17:00:50Z Main.joe JoesNotes http://wiki.quantlib.org/twiki/bin/edit/Quantlib/JoesNotes?t=2006-05-07T19:56:22Z Need to separate IVP from FDM implementation Need to create surface object and find way of cleanly having FDM pricing engine return surface object Need to ... (last changed by TestAccount) 2006-05-07T19:56:22Z TestAccount RSwigBlog http://wiki.quantlib.org/twiki/bin/edit/Quantlib/RSwigBlog?t=2006-04-25T05:58:26Z Blog for RSwig 24 Apr 2006 More work on unit tests. R SWIG now runs (although it doesn't pass) the entire SWIG unit test system. Also fixed some bugs with ... (last changed by joe) 2006-04-25T05:58:26Z Main.joe WebLeftBar http://wiki.quantlib.org/twiki/bin/edit/Quantlib/WebLeftBar?t=2006-03-09T19:52:30Z Web Web Home Changes Index Search Home page Project Overview Extensions Examples History Download Mailing Lists ... (last changed by TWikiGuest) 2006-03-09T19:52:30Z guest RSwigDocumentation http://wiki.quantlib.org/twiki/bin/edit/Quantlib/RSwigDocumentation?t=2006-02-27T07:03:57Z This is a holding area for R documentation SWIG and R SWIG and R R is a GPL'ed open source statistical and plotting environment. Information about R can be found at ... (last changed by joe) 2006-02-27T07:03:57Z Main.joe WebChanges http://wiki.quantlib.org/twiki/bin/edit/Quantlib/WebChanges?t=2006-02-03T19:35:59Z (last changed by TWikiGuest) 2006-02-03T19:35:59Z guest QuantlibUniversity http://wiki.quantlib.org/twiki/bin/edit/Quantlib/QuantlibUniversity?t=2005-11-14T17:31:41Z This page is intended as a center for research and educational activities concerning Quantlib. If you are interested in a Linux account on wiki.quantlib.org to develop ... (last changed by TWikiGuest) 2005-11-14T17:31:41Z guest QuantLib http://wiki.quantlib.org/twiki/bin/edit/Quantlib/QuantLib?t=2005-11-05T02:00:33Z Main.guest 05 Nov 2005 (last changed by TWikiGuest) 2005-11-05T02:00:33Z guest QuantlibExtensions http://wiki.quantlib.org/twiki/bin/edit/Quantlib/QuantlibExtensions?t=2005-11-05T01:26:24Z Main.guest 05 Nov 2005 (last changed by TWikiGuest) 2005-11-05T01:26:24Z guest

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