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### C++ Template-based approach to Automatic Differentiation | ||
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Please refer to the corresponding article on http://www.quantandfinancial.com/2017/02/automatic-differentiation-templated.html |
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### Binomial Option Pricing Model | ||
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Please refer to the corresponding article http://www.quantandfinancial.com/2012/11/binomial-option-pricing.html | ||
Please refer to the corresponding article on http://www.quantandfinancial.com/2012/11/binomial-option-pricing.html |
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### Portfolio Optimization II : Black-Litterman model | ||
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Please refer to the corresponding articles | ||
Please refer to the corresponding articles on | ||
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http://www.quantandfinancial.com/2013/07/mean-variance-portfolio-optimization.html | ||
http://www.quantandfinancial.com/2013/08/black-litterman.html |
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### Heath Jarrow Morton Multi Factor Model | ||
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Please refer to the corresponding article http://www.quantandfinancial.com/2016/11/hjm.html | ||
Please refer to the corresponding article on http://www.quantandfinancial.com/2016/11/hjm.html |
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### Principal Component Analysis | ||
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Please refer to the corresponding article http://www.quantandfinancial.com/2017/02/principal-component-analysis.html | ||
Please refer to the corresponding article on http://www.quantandfinancial.com/2017/02/principal-component-analysis.html |
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### Time Value of Money Calculator | ||
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Please refer to the corresponding article http://www.quantandfinancial.com/2012/08/time-value-of-money-calculator.html | ||
Please refer to the corresponding article on http://www.quantandfinancial.com/2012/08/time-value-of-money-calculator.html |
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### Treasury Yield Curve Bootstrapping | ||
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Please refer to the corresponding article http://www.quantandfinancial.com/2012/08/yield-curve-bootstrapping.html | ||
Please refer to the corresponding article on http://www.quantandfinancial.com/2012/08/yield-curve-bootstrapping.html |
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