Historical Futures and Options Prices for Commodities

Aug 30
2010

One good resource for commodity futures and option prices

http://www.futuresquotes.com/

VS 2010

Jul 29
2010

Finally, I migrated all my project to Visual Studio 2010 Express. Unfortunatelly, the Subversion Plugin is not available for the express editions,… but… here there are some instructions on how to integrate the TortoiseSVN into the VS Express. I will try it out…

Position Update

Mar 15
2010

From today on I am working as a Freelancer.

Credit Metrics – Simple Case

Feb 19
2010

If somebody would like to take a look at Credit Metrics Excel Sheet explained, here’s one :

http://www.bionicturtle.com/learn/article/creditmetrics_spreadsheet/

Gran Canaria Wallpapers

Jan 18
2010

Gran Canaria Wallpapers

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Risk Latte

Jan 13
2010

http://www.risklatte.com/

Lecture notes on Risk Management / Basel II

Jan 11
2010

http://www.youtube.com/user/bionicturtledotcom

Protected: Gran Canaria Photos

Jan 11
2010

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Markov Chain Monte Carlo preprint service

Dec 17
2009

MCMC resource - http://www.statslab.cam.ac.uk/~mcmc/

more quant resources

Nov 27
2009

Free C/C++ Matlab Code for Derivative Pricing

Differential Evolution

On-Line Calculator for the Heston Model


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