several files around Maple, free for download and with no warranty. 

 Garch_estimation.mws (77kB) and as pdf (34 kB)
    using the optimization package (Maple 9.5) purely numerical to estimate Garch(1,1)

 Heston_MC.mws (5 kB)
    discrete simulations of Heston's model, Maple is slow ... may be i will use an external RNG

 NIG_small.mws (3 kB)
    numerical integration for a NIG-option-pricing-model (30 kB) and as pdf (35 kB)
    the same as NIG_small, but with external numerics through a DLL (MS Win, Pentium)

 SeriesForBivariateNormal.mws (32 kB) and as pdf (122 kB)
    computing the cumulative bivariate normal distribution to 'arbitrary' precision through recursion

  Maple external callings 

feedback is welcome & if you want to drop me any comment ... 


30 Apr 2005: uploaded some files

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