Fx Options calculator

Fx Options calculator

This has vanilla, digital, touch, and barrier options. There is an implied vol solver as well.

http://www.mathfinance.com/tools/calculator/index.php

Quantitative Finance Collector

Quantitative Finance Collector

A great website for quant finance resoruces.

The link is http://www.mathfinance.cn/

And here is the a sampel newsletter
http://www.quant-press.com/articles/QuantitativeFinanceCollector.pdf

Variance Ratio Test

Variance Ratio Test
by Anis Ben Hassen


16 Sep 2005 (Updated 01 Feb 2006)


For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/8489

Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model

Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model
by Pavel Okunev


13 Mar 2006 (Updated 13 Mar 2006)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/10330

PlotMeTheGreeks

PlotMeTheGreeks
by Yazann Romahi


19 Mar 2006 (Updated 23 Mar 2006)


For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/10428

Interactive Efficient Frontier Viewer

Interactive Efficient Frontier Viewer
by Paul Taylor


02 May 2006 (Updated 15 May 2006)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/10949

Black-Scholes Option Value (Web - ASP.NET)

Black-Scholes Option Value (Web - ASP.NET)
by Barry Simon


30 Aug 2006 (Updated 31 Aug 2006)


For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/12098