Financial Quantitative Algorithms
Below you will find the programs which allows you to try the calculations by your own. The programs calculate values for Options on Equity, Interest Rate, Bonds, Futures/Forwards and so on, based on several tecniques like Monte Carlo, Binary Trees, Finite Differences and others.
Some of the programs have built-in graphics, based on a class library called Jcckit.
Finally the programs were not exhaustively compared to known results. Write me an email if you detect something funny.
Table with Main Java Applets