SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
User avatar
Cuchulainn
Posts: 59715
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Requests for micro-help

March 16th, 2012, 7:07 pm

QuoteOriginally posted by: outrunD3-MC ? (Daniel Duffy Design, keeps covering any design you come up with. It's a good name when the design might still change)The name should not reflect the creator. Let me have a think.
 
User avatar
Cuchulainn
Posts: 59715
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Requests for micro-help

March 17th, 2012, 7:23 am

At the moment the 2 themes are Monte Carlo 1 factor and PDE 2 factor.3 letters are always catchy. MC1FD2??just and idea.What do you think?
 
User avatar
Cuchulainn
Posts: 59715
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Requests for micro-help

March 18th, 2012, 11:44 am

I have now cleaned up warnings (use std::size_t) and all compiles and runs.Used: VS2010, Boost 1.47, release mode.NB pdf, doc and jpg files to give documented hints etc.Thanks.I am travelling this week. Will try to look in.
Attachments
MC1.zip
(32.28 KiB) Downloaded 17 times
FDM2.zip
(914.78 KiB) Downloaded 14 times
 
User avatar
Cuchulainn
Posts: 59715
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Requests for micro-help

September 17th, 2012, 4:13 pm

Some docs on FDM for 1 factor; FD2 is kind of similar. edit: see Figure 18.10 !!!
Attachments
FDMDesign1.zip
(784.13 KiB) Downloaded 15 times
Last edited by Cuchulainn on September 18th, 2012, 10:00 pm, edited 1 time in total.
ABOUT WILMOTT

PW by JB

Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...


Twitter LinkedIn Instagram

JOBS BOARD

JOBS BOARD

Looking for a quant job, risk, algo trading,...? Browse jobs here...


GZIP: On