Java Quant

            Financial Quantitative Algorithms

Welcome !

    Here you will find information about the evaluation of financial options and the theory, definitions and models behind.

    This webpage provides Java Applets to calculate the price of complex financial options, using the Monte Carlo technique, Binary Trees, among others.    

    The source code written in Java and C++, together with information about the structure of classes is available. The programs have been written following the Object Oriented Paradigms.

    Check this table, with option pricing applets.



    Multithreaded 1D PDE Solver for Black Scholes with constant parameters

Check it out Java code for Bates Model analytic pricer for Vanillas (good for calibration)

    The True cause of the Credit Crunch Turmoil (no SDE skills required, courtesy by Saul)

    Check recent analysis realized on Quant Lib's implementation of the Bates Model when pricing Cliquets


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