Welcome: Site overview and contents
Information about BN Algorithms Ltd
Site sections:
- Pricing and Risk-Management of CDS (including ISDA standard CDS pricing library and the .NET wrapper)
- QuantLib Applications, Enhancements & Support
- Software for minimisation, optimisation and statistical inference
- The page with various computing-related notes. (This page is also available marked up as a blog, and a single aggregated atom feed).
- White paper on the use of the BOOST library in Computation Finance
- Embedding Python in Excel and other applications: ExPy
Information about B. Nikolic:
- My LinkedIn profile.