Software

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LaTeXToC2HTML 1.1 (1.3 KB)

[Programming Language: Perl. Source code included.]

This is small perl script that converts a LaTeX Table of Contents from a TOC File to an HTML table.

Usage: LaTeXToC2HTML <filename>.toc
Output: <filename>.toc.html

Generate Monte Carlo Simulation 1.0 (35 KB )

[Programming Language: AppleScript. OmniGraffle required. Source code included.]

A small AppleScript to generate a Monte Carlo simulation (as drawing) within OmniGraffle. Works with OmniGraffle 3.0. Installation: Copy the script into the OmniGraffle AppleScript folder. Usage: Just run the script, or draw or select a line in OmniGraffle, then select "Generate Monte Carlo Simulation" from the OmniGraffle AppleScript menu. The Monte Carlo simulation will be drawn starting at the start point of the line selected, or - if no such line is selected - starting at (0,100).

A drawing generated with the script (Note: the drawing is part of my upcoming lecture on Mathematical Finance)

OptionCalculator v. 0.4 (383 KB)

[Programming Language: Objective-C / C++. Source code not included.]

A simple application allowing to price European (stock) options using (the simple) Black & Scholes model. Calculates price or implied volatility and hedge parameters. As an additional feature it includes a quote tracker (requires an internet connection).

This work is licensed under a Creative Commons License.