Welcome to THETAWIKI. If you like to create or edit a page please make sure to login or register an account. All registered users please make sure to provide a valid email address.

Main Page

From ThetaWiki
Revision as of 16:11, 14 January 2015 by WikiSysop (Talk | contribs)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to: navigation, search

Thetaris offers Theta Suite, a development environment for fast execution of simulation models, computations of simulation-based trading strategies and rapid validations of large sets of stochastic models. Its CAD-like (Computer Aided Design (CAD)) approach unifies the essential steps of quantitative modelling, numerical computations and visualizations required in quantitative finance. Theta Suite allows rapid prototyping with its powerful modelling language ThetaML and provides intuitive representations of complex financial products.

Welcome to Theta Wiki: The Source of Quantitative Modelling

ThetaSuite Manuals
Theta Suite Manuals
Theta Suite
ThetaML Language Reference
ThetaML Manual
Video Tutorials
Hedging in ThetaML
From European to American
Theta Suite as Monte Carlo Toolbox for Matlab
Monte Carlo Toolbox for Matlab
Monte Carlo in Matlab
Matlab Stochastic Processes
Tasks library
Problem Library
Financial Background
Trading Strategies
Tips and Tricks
Thetaris logo.png
About Thetaris
Community Portal
Most Popular Thetawiki Pages

Current topics

Bender: About the upper bound Least Squares Monte-Carlo method invented by Bender, Kolodka and Schoenmakers

Grau: Computer Aided Finance - Theta_Suite as Monte-Carlo toolbox for Matlab

Dirnstorfer, Grau, Zagst High-Dimensional Regression on Sparse Grids Applied to Pricing Moving Window Asian Options