Keith A. Lewis

xll12. Library for creating Excel add-ins

MATHG5260. Programming for Quantitative and Computational Finance

math. Notes on mathematics

fms. Finance, Mathematics, Software

fms_blas. Lightweight BLAS (and some LAPACK) wrapper.

winsock. Windows socket affordances

fms_iterable.old. iterators with explicit operator bool() const

fms_iterable. C++

FRE6233. Option Pricing and Stochastic Calculus

bcrypt. Windows bcrypt.h wrappers

xll_isda_cds. Excel wrappers for ISDA CDS model

xlltemplate. Template for Excel add-ins

xllsqlite. Sqlite3 wrapper

papers. TeX

kalx. C++

WF2. C++

xll_mc. C++

FRE6233-final. FRE6233 final exam

umf. Unified Mathematical Finance

fms_option. General option pricing and greeks

port. Bell Labs PORT library

ffi. Use libffi for a simple language

xlllapack. Excel add-in for LAPACK

epsilon. C++

xlladdin. Excel add-in library

fmsftap. Fundamental Theorem of Asset Pricing

taiji. Tai Chi related documents

keithalewis.github.io. Keith A. Lewis' blog

MATHGR5260_001_2018. HTML

xllinet. Win Inet for Excel

xllfloat. An Excel add-in for floating point numbers

enumerator. Iterators with operator bool() const

xllgsl. GNU Scientific Library