Serving the Quantitative Finance Community

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by kinderchocolate
December 21st, 2011, 11:11 pm
Forum: The Quantitative Finance Code Library Project
Topic: Sub System Brainstorm
Replies: 23
Views: 22461

Sub System Brainstorm

Where to get it?
by kinderchocolate
December 20th, 2011, 1:08 am
Forum: The Quantitative Finance Code Library Project
Topic: Version 0.0: Prototype
Replies: 56
Views: 24965

Version 0.0: Prototype

<t>Cuchulainn, you mentioned you have finished the design for FDM? Is there available for download?I'd love to contribute. The thing is, I don't have an overall picture of the project and where it's heading to. Unless one of the founders check-in an initial prototype, there's no way I and others cou...
by kinderchocolate
November 9th, 2011, 1:40 am
Forum: The Quantitative Finance Code Library Project
Topic: Choice of matrix library and interface
Replies: 95
Views: 37133

Choice of matrix library and interface

<r>If the library offers only LGPL, it can never be used by us, right? Also, I'm curious about parallelization, what do you mean, does that mean every other matrix library that you listed support parallelization but not Eigen?QuoteOriginally posted by: OOglesbyEigen - <URL url="http://eigen.tuxfamil...
by kinderchocolate
November 8th, 2011, 11:54 pm
Forum: The Quantitative Finance Code Library Project
Topic: Sub System Brainstorm
Replies: 23
Views: 22461

Sub System Brainstorm

Agreed. I wish to contribute but I still don't have a good picture where does this project go, and in particular what's the difference between this and QuantLib other than some more documentation. I will contribute once there's a framework and something more solid that I can use.
by kinderchocolate
October 9th, 2011, 11:58 pm
Forum: Programming and Software Forum
Topic: Will Visual Studio 2010 support iPhone Development?
Replies: 13
Views: 20779

Will Visual Studio 2010 support iPhone Development?

Of course it's possible. MonoTouch.
by kinderchocolate
September 23rd, 2011, 2:20 am
Forum: The Quantitative Finance Code Library Project
Topic: open-source collab project?
Replies: 176
Views: 40487

open-source collab project?

Yeah.
by kinderchocolate
September 23rd, 2011, 12:28 am
Forum: The Quantitative Finance Code Library Project
Topic: open-source collab project?
Replies: 176
Views: 40487

open-source collab project?

QuoteOriginally posted by: mjI have just got back to working on Kooderive, now that More mathematical finance is done. If anyone is interested in contributing, please get in touch.I'm interested, and I've done GPU pricing before. So, what are the areas that we can contribute?
by kinderchocolate
September 22nd, 2011, 3:35 am
Forum: The Quantitative Finance Code Library Project
Topic: open-source collab project?
Replies: 176
Views: 40487

open-source collab project?

<t>QuoteOriginally posted by: kimosabeQuoteOriginally posted by: kinderchocolateQuoteOriginally posted by: kimosabeQuoteOriginally posted by: HansiCloud = nightmare; for any big organization.Heh. I used to call is 'clown computing' but I've since changed my attitude. It is drastically lowering techn...
by kinderchocolate
September 22nd, 2011, 12:58 am
Forum: The Quantitative Finance Code Library Project
Topic: open-source collab project?
Replies: 176
Views: 40487

open-source collab project?

<t>QuoteOriginally posted by: kimosabeQuoteOriginally posted by: HansiCloud = nightmare; for any big organization.Heh. I used to call is 'clown computing' but I've since changed my attitude. It is drastically lowering technology costs for many companies. Just because something is hyped doesn't mean ...
by kinderchocolate
September 22nd, 2011, 12:54 am
Forum: The Quantitative Finance Code Library Project
Topic: open-source collab project?
Replies: 176
Views: 40487

open-source collab project?

<t>QuoteOriginally posted by: SierpinskyJanitorno matter how far the complexification process goes, simplification always works better, it´s really interesting witnessing the very Simple->Complex->Simple (KISS) principle here, from OO to GOF to ACE/Boost, back to Structs in one thread!I am strongly ...
by kinderchocolate
September 21st, 2011, 5:59 am
Forum: The Quantitative Finance Code Library Project
Topic: open-source collab project?
Replies: 176
Views: 40487

open-source collab project?

What about an open source risk engine with nice and simple-to-death interface connecting to a local or remote cloud risk engine. The engine would price trades, derivatives and many other products. It could also do coutnerparty etc. What do you think?
by kinderchocolate
May 5th, 2011, 4:45 am
Forum: Student Forum
Topic: How to interpolate zero coupond bonds
Replies: 4
Views: 21882

How to interpolate zero coupond bonds

<t>I have a list of zero coupon rates. I will need to interpolate them for discounting if the required maturity is not listed. I'm unsure how to do it exactly, say if I have 3% coupon rate for 1 year matuirty and 5% coupon rate for 3 year matuirty, the 2 year rates will be 4%? Or should I booststrap...
by kinderchocolate
March 9th, 2011, 12:10 am
Forum: Careers Forum
Topic: Trader or quant?
Replies: 13
Views: 27722

Trader or quant?

<t>What did they do and why did they get fired?QuoteOriginally posted by: linguafrancaQuoteOriginally posted by: zhoutoubThank you, gentlemen. I appreciate your kind advice. One thing I don't understand is that, the questions I got in the interview were not hard at all. I think any one who has prepa...
by kinderchocolate
March 8th, 2011, 2:54 am
Forum: Programming and Software Forum
Topic: Qt is dead
Replies: 27
Views: 32528

Qt is dead

Would Nokia consider extend QT to C#?
by kinderchocolate
January 25th, 2011, 2:00 am
Forum: Book And Research Paper Forum
Topic: AR(1) to forecast volatility
Replies: 5
Views: 26492

AR(1) to forecast volatility

GARCH = MA + AR
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