I have had exposure to a large number of programming languages and computational packages. I am a certified C++ and SAS developer. Tabs on the left will get you to some of my code samples sorted by language/package used. C++ and Java samples are supplied with reports developed in Visual Paradigm for UML.

Alternatively, click on the items below where the samples are sorted by the problem implemented:

1. Performance evaluation of trading strategies: C++ / Boost / XLW / Excel VBA

2. Microprocessor Simulation in C++

3. European and American contingent claims: Finite Difference Pricing (Matlab GUI)

4. Monte-Carlo simulation for an Asset Pricing Model (Matlab GUI)

5. Neural Networks in Business: Movie Recommendation System (Matlab)

6. Programming automatic email for VBA application

7. Interest Rate Derivatives, Pricing (Ox / C)

8. CRSP Mutual Fund Database: Solving the Shareclass Problem (SAS)

9. Mutual Fund Performance: Bootstrap estimation of multifactor model  (SAS)

10. Kou Double Exponential Jump-Diffusion Model, GMM estimation (SAS)

11. Multivariate time series bootstrap (SAS)

12. Multiple Imputation for Panel Data Analysis (SAS)  <- New

13. Multiple Testing in the context of mutual fund performance evaluation  (S+ / R)

14. Image Processing in Java

15. Multithreaded programming in Java