Basic subroutines for financial math/engineering applications: option pricing, stochastic volatility

Name		Name	Last commit message	Last commit date
Latest commit History 18 Commits
BS.py		BS.py
CIRZero.m		CIRZero.m
Cirfun.m		Cirfun.m
README.md		README.md
bond_pricing.m		bond_pricing.m
cdo_loss.m		cdo_loss.m
coupon.txt		coupon.txt
halton.hs		halton.hs
halton.m		halton.m
imp_vol_call.py		imp_vol_call.py
imp_vol_put.py		imp_vol_put.py
lookback_option.m		lookback_option.m
olsgmm.m		olsgmm.m
rate.txt		rate.txt
sv.py		sv.py
svj.py		svj.py
svj.pyc		svj.pyc
vasicek.m		vasicek.m

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