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C++ design pattern in finance. Must know for QF engineers
Update : 2024-11-18 Size : 74kb Publisher : LL

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european_swaption_lmm.txt very nice implementation of complicated LMM. Informative for QF applications
Update : 2024-11-18 Size : 52kb Publisher : LL

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The procedure for the use of Newton iteration solution of Equation C++ Procedures, as long as the input initial value, we can calculate the approximate solution of equation
Update : 2024-11-18 Size : 10kb Publisher : 王芳

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Fast Fourier Transform FFT and inverse Fourier transform IFFT
Update : 2024-11-18 Size : 1kb Publisher : CASY

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This is a least-squares algorithm
Update : 2024-11-18 Size : 51kb Publisher :

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Through software to realize a variety of designated signals windowed treatment in order to facilitate further processing
Update : 2024-11-18 Size : 1kb Publisher : swjtuhy

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Modeling of liquid first, and then its P, PI, PD, PID algorithm, the changes observed model
Update : 2024-11-18 Size : 1kb Publisher : swjtuhy

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Algorithm based on FFT analysis of type 2 o
Update : 2024-11-18 Size : 2kb Publisher : swjtuhy

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Base 2 of the FFT frequency analysis type algorithm for signal analysis is more practical
Update : 2024-11-18 Size : 2kb Publisher : swjtuhy

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A use of c language program written by use of PML in the FDTD
Update : 2024-11-18 Size : 3kb Publisher : jimmy

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Discussed the use of GPS Doppler shift observations to determine the speed of movement of the basic principles of vector, it is estimated that this method can achieve accuracy. To verify the method of reliability and sta
Update : 2024-11-18 Size : 48kb Publisher : hunt

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Article by gravity and gravity gradient of the basic theory, discussed the components of gravity and gravity gradient tensor component of the 2-D Fourier Transform and gravity places the relationship between the Fourier
Update : 2024-11-18 Size : 1.12mb Publisher : hunt
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