keithalewis

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Member SinceDecember 11, 2010
Last VisitOctober 26, 2017

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coordinator for

A minimal UDP based logger
A Software Library for Financial Mathematics
An Excel add-in for ODBC
Business, Mathematics, Finance
C++ functions
Cornell ORIE Financial Engineering
CUDA driver API
Dual numbers for automatic differentiation
Enumerations to simplify STL iterators
Excel add-in for <cmath>routines.
Excel add-in for <ctime> routines
Excel add-in for accessing FRED data
Excel add-in for accessing Yahoo! financial data
Excel add-in for ALGLIB routines
Excel add-in for array manipulation
Excel add-in for Black-Scholes/Merton option pricing
Excel add-in for BLAS routines
Excel add-in for bootstrapping a curve
Excel add-in for column oriented database
Excel add-in for dates and times.
Excel add-in for floating point numbers
Excel add-in for Forward Curves
Excel add-in for functional programming
Excel add-in for functions
Excel add-in for Generalized Jarrow-Rudd option pricing
Excel add-in for GSL routines
Excel add-in for internet connectivity
Excel add-in for LAPACK routines
Excel add-in for Open Bloomberg
Excel add-in for pricing options
Excel add-in for QuantLib
Excel add-in for random number generation
Excel add-in for range databases
Excel add-in for ranges
Excel add-in for regular expressions
Excel add-in for root finding
Excel add-in for sockets
Excel add-in for technical analysis
Excel add-in for the Intel Math Kernel Library
Excel add-in utility routines
Excel xll add-in library
Financial date and time libary
Generalized Jarrow-Rudd Option Pricing
Hedge when you can, not when you have to.
High performance xll add-ins for Excel
Intel Math Kernel Library
Kolmogorov
Mathematical Finance
Option pricing for arbitrary distributions
Piecewise flat forward yield curve
Root finding and related routines
Stochastic Volatility Inspired Volatility Curve
Technical trading indicators
Unix Project Template
xll library builds