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Software skills

[Under Construction]

S+ / R
Ox / C





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

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