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HPC-QuantLib on WordPress.com
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| Webseiten Geschwindigkeit: | 1.706 Sekunden |
Wichtigste Keywords
QuantLib HPC-QuantLib be used to partial time is to time evolution of is based on Skip to zero flow boundary condition Sobol Brownian bridge generator stochastic differential equation Fokker-Planck forward equation Probability distribution of Finite Difference Methods probability density function density function of is given by transformed Fokker-Planck equation solution of Heston model speed-up factor factor of Quasi Monte-Carlo implementation of Observer Pattern Feller constraint Tridiagonal System thread-safe singleton stochastic volatility is available boundary conditions random variable is violated characteristic function terms of Scala SWIG interface second Patch step large order origin local standard Bessel process variance
DNS-Daten
| Host | Klasse | Typ | Ziel |
|---|---|---|---|
| spanderen.de | IN | NS | docks18.rzone.de |
| spanderen.de | IN | NS | shades07.rzone.de |
| spanderen.de | IN | SOA | docks18.rzone.de |
| spanderen.de | IN | MX | smtp.rzone.de |
| spanderen.de | IN | A | 81.169.145.164 |
| spanderen.de | IN | AAAA |
Server-Ping
PING spanderen.de (81.169.145.164) 56(84) bytes of data. 64 bytes from wa4.rzone.de (81.169.145.164): icmp_req=1 ttl=248 time=16.2 ms 64 bytes from wa4.rzone.de (81.169.145.164): icmp_req=2 ttl=248 time=16.1 ms 64 bytes from wa4.rzone.de (81.169.145.164): icmp_req=3 ttl=248 time=16.1 ms 64 bytes from wa4.rzone.de (81.169.145.164): icmp_req=4 ttl=248 time=16.1 ms --- spanderen.de ping statistics --- 4 packets transmitted, 4 received, 0% packet loss, time 602ms rtt min/avg/max/mdev = 16.129/16.187/16.283/0.057 ms
HTTP-Header
| HTTP-Tag | Wert |
|---|---|
| http_version | HTTP/1.1 |
| statuscode | 200 |
| server | nginx |
| date | Fri, 28 Nov 2014 22:54:50 GMT |
| content-type | text/html; charset=UTF-8 |
| transfer-encoding | chunked |
| connection | keep-alive |
| vary | Cookie |
| x-hacker | If you're reading this, you should visit automattic.com/jobs and apply to join the fun, mention this... |
| x-pingback | https://hpcquantlib.wordpress.com/xmlrpc.php |
| link | <http://wp.me/1xmuA>; rel=shortlink |
| content-encoding | gzip |
| x-ac | 1.fra _sat |
Meta Tags
| Meta-Tag | Wert |
|---|---|
| generator | WordPress.com |
| application-name | HPC-QuantLib |
| msapplication-window | width=device-width;height=device-height |
| msapplication-task | name=WordPress.com Forums;action-uri=http://forums.wordpress.com/;icon-uri=https://s2.wp.com/i/favic... |
| twitter:site | @wordpressdotcom |
| fb:app_id | 249643311490 |
| og:type | website |
| og:title | HPC-QuantLib |
| og:url | https://hpcquantlib.wordpress.com/ |
| og:site_name | HPC-QuantLib |
| og:image | https://s0.wp.com/i/blank.jpg |
| charset | UTF-8 |
Interne Links
Externe Links
| Anchor | URL |
|---|---|
| here | http://hpc-quantlib.de/src/observer.zip |
| Riccardo's | https://github.com/lballabio/quantlib/tree/thread-local-singleton |
| here | http://hpc-quantlib.de/src/hestonpdf.zip |
| Tools for Computational Finance, pp 86 | http://www.springer.com/mathematics/quantitative+finance/book/978-1-4471-2992-9 |
| here | https://github.com/lballabio/quantlib/blob/master/QuantLib/ql/experimental/exoticoptions/a... |
| QuantLib trunk on Github. | https://github.com/lballabio/quantlib |
| implementation | https://github.com/lballabio/quantlib/blob/master/QuantLib/ql/math/modifiedbessel.cpp |
| HestonProcess | https://github.com/lballabio/quantlib/blob/master/QuantLib/ql/processes/hestonprocess.cpp |
| Probability distribution of returns in the Heston model with stochastic volatility | http://arxiv.org/pdf/cond-mat/0203046.pdf |
| Efficient pricing algorithms for exotic derivatives | http://www.google.de/url?sa=t&rct=j&q=&esrc=s&source=web&cd=3&ved=0CDwQFjAC&url=http%3A%2F... |
