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

OptionPriceInterpolation 1.0

Black-Scholes option calculator written in Java

Jan 13th 2013, 05:40 GMT
     
  • 113 downloads
  • 1 KB
LMMSimulation

LMMSimulation 1.0

LIBOR model simulation written in Java

Jan 12th 2013, 15:57 GMT
     
  • 112 downloads
  • 1 KB
LMMAutocorrelation

LMMAutocorrelation 1.0

Java based LIBOR market pricing tool

Jan 12th 2013, 02:26 GMT
     
  • 130 downloads
  • 1 KB
CMSConvexityAdjustment

CMSConvexityAdjustment

Java tool to calculate the CMS value

Jan 11th 2013, 19:21 GMT
     
  • 108 downloads
  • 1 KB
LMM Simulation

LMM Simulation

LIBOR market model simulation written in Java

Jan 11th 2013, 10:11 GMT
     
  • 100 downloads
  • 1 KB
Interpolation of Option Prices

Interpolation of Option Prices

Black-Scholes option calculator written in Java

Jan 10th 2013, 11:30 GMT
     
  • 117 downloads
  • 1 KB
Hedge Simulator

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

Black-Scholes Option Valuation

Provides interpolations for European Option prices

Jan 9th 2013, 23:12 GMT
     
  • 113 downloads
  • 1 KB
Factor Reduction

Factor Reduction

Factor reduction analysis tool written in Java

Jan 7th 2013, 20:38 GMT