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Dokument

• nes-svjd-lsm.pdf - normal (velegnet til at læse på skærmen)
• nes-svjd-lsm_2up.pdf - to sider på 1 A4 side (sparer papir ved udskrift)

NesQuant/nq

• nesquant.hpp
• readme.txt

NesQuant/nq/Math

• kronrodintegral.hpp
• polynomialfit.cpp
• polynomialfit.hpp

NesQuant/nq/MonteCarlo

• svjdpathgenerator.hpp

NesQuant/nq/PricingEngines

• mcsvjdengine.hpp
• svjdengine.hpp
• lsmvanillaengine.cpp
• svjdengine.cpp
• lsmsvjdengine.hpp
• lsmvanillaengine.hpp
• lsmsvjdengine.cpp

QuantLibMma

• mmacalendar.cpp
• mmacalendar.hpp
• mmamontecarlo.cpp
• mmamontecarlo.hpp
• mmaoptions.cpp
• mmaoptions.hpp
• qlmma.cpp
• qlmma.hpp
• QuantLibMma.cpp
• QuantLibMma.dsp
• QuantLibMma.dsp
• QuantLibMma.dsw
• QuantLibMma.tm
• QuantLibMmatm.cpp
• Readme.txt
• LICENSE.TXT

QuantLibMma/QuantLib

• mmacalendar.cpp
• init.m
• MonteCarlo.m
• Options.m
• QuantLibMma.exe
• QuantLibMma-brugvejl.nb
• QuantLibMma-demo.nb
• Template.m
• Test.m

QuantLibMma/QuantLib/Common

• QuantLibCommon.m
• CppLink.m

Notebooks

• QuantLibMma-brugvejl.nb

Notebooks/Tabeller

• MCBS-analBS-tabel_7_3.nb
• MCSVJD-analSVJD-tidstrin_7_6.nb
• LSMSVJD-FDBates_7_9.nb
• MCSVJD-analSVJD-tabel_7_4.nb
• MCSVJD-analSVJD-Bates_7_5.nb
• LSMBS-FDBS_7_8.nb
• FDBS-tabel_7_7.nb

Notebooks/Figurer

• SVJD-antithetic.nb
• exerboun-bs.nb
• SVJD ssh-ford.nb
• Kurtosis-Jumps.nb
• SVJD pris ssh smil.nb
• integrand.nb
• MC BS konv.nb
• SVJD-sim-jump.nb
• SVJD-sim-50000.nb

Notebooks/Ekstra

• Heston-Lipton.nb
• LSM-matlab.nb
• LSM-matlab-orig.nb
• Poisson-spring.nb
• SVJD.m