Software, training and support for Financial Engineering and Logistics Applications
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Here you can find interesting articles, white papers and other relevant information concerning Financial Engineering.

The Application of Duffy's Finite Difference Method to Barrier Options
The Accuracy and Efficiency of the Fitted Methods for solving the Black-Scholes Equation for European and American Options
Options: Approach for Parallel Implementation of Boyle's Monte Carlo Method
The Black-Scholes Equation
Requirements Analysis of a Financial Risk Management System
Robust and Accurate Finite Difference Methods in Option Pricing. One Factor Models
Performance and Accuracy Analysis of Integration Schemes for the Black-Scholes Equation (Paper)
Performance and Accuracy Analysis of Integration Schemes for the Black-Scholes Equation (Slides)
Fully Discrete Schemes
Effectiveness of several FDM's for solving SDE's
Financial Instrument Pricing using C++. Part I: Using C++ for European Option Pricing and Sensitivities
The Datasim C++ Self-Test
The Datasim Design Patterns Self-Test
A Critique of the Crank Nicolson Scheme Strengths and Weaknesses for Financial Instrument Pricing
Numerical Analysis of Jump Diffusion Models
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