Christian Fries
9 applications totalLast updated: Jan 13th 2013, 05:40 GMT
Full list of applications developed by Christian Fries:
- 133 downloads
- 1 KB
OptionPriceInterpolation 1.0
Black-Scholes option calculator written in Java
Jan 13th 2013, 05:40 GMT
- 112 downloads
- 1 KB
LMMAutocorrelation 1.0
Java based LIBOR market pricing tool
Jan 12th 2013, 02:26 GMT
- 130 downloads
- 1 KB
CMSConvexityAdjustment
Java tool to calculate the CMS value
Jan 11th 2013, 19:21 GMT
- 108 downloads
- 1 KB
LMM Simulation
LIBOR market model simulation written in Java
Jan 11th 2013, 10:11 GMT
- 100 downloads
- 1 KB
Interpolation of Option Prices
Black-Scholes option calculator written in Java
Jan 10th 2013, 11:30 GMT
- 117 downloads
- 1 KB
Hedge Simulator 1.0
Simulates a delta or delta gamma hedge
Jan 10th 2013, 04:53 GMT
- 112 downloads
- 1 KB
Black-Scholes Option Valuation
Provides interpolations for European Option prices
Jan 9th 2013, 23:12 GMT
- 113 downloads
- 1 KB
Factor Reduction
Factor reduction analysis tool written in Java
Jan 7th 2013, 20:38 GMT