quantfinance - Category - Gary Evans website

quantfinance

2014

Monte Carlo double barrier option pricing on GPU using C++ AMP 08-25

Monte Carlo pricing of Exotic Options in Functional Style C++ 08-04

Monte Carlo pricing of Exotic Options in F# 04-25

MOOCs 01-24

2013

Option pricing in F# using the Explicit Finite Difference method 02-20

2012

Binomial Tree Option Pricing in F# 07-16