Large collection of financial engineering programs

Large collection of financial engineering programs

Some of the financial engineering programs I have collected so far are published as follows (saved in SQL format, so some strange numbers do not affect reading .)
　　
(37, 18, 'Thomas Ho', 57, 2, '-1', 0, 0.00, '', 'HTTP: // www. thomasho.COM/mainpages/analysOln. asp ', 'HTTP: // www. thomasho.COM/mainpages/analysOln. ASP ', '', '1','', 'No', 774, 55,177, 0, 'yes', '2017-11-16 13:14:32 ', '2017-00-00 00:00:00 ', '2017-04-03 01:43:24', '2017-08-06 08:04:33 ', 15, '', 0 ),
(38, 18, 'parameters estimation of gvmodel', 55, 2, '-1', 0, 0.00, '', 'HTTP: // w3.uniroma1. IT/passalac/buffer/GARch.xls ', 'HTTP: // w3.uniroma1. IT/passalac/buffer/GARch.xls ', '', '1','', 'No', 1325, 49,352, 0, 'yes', '2017-11-17 01:53:12 ', '2017-00-00 00:00:00 ', '2017-04-03 01:47:15', '2017-08-06 08:05:05 ', 15, '', 0000 ),
(39, 18, 'pricing derivatives securities ', 43, 2,'-1', 0, 0.00, '', 'HTTP: // www. Mathworks. Com/maid/FIleexchange/LoadFile. Do? Objectid = 14508 ','Http: // www. Mathworks. Com/maid/FIleexchange/LoadFile. Do? Objectid = 14508 ','', 'R2007a ','', 'No', 810, 30,220, 0, 'yes', '2017-11-16 20:22:01 ', '2017-00-00 00:00:00 ', '2017-04-03 06:21:06', '2017-08-06 08:02:08 ', 15, '', 0000 ),
(40, 18, 'matlab for financial Engineers', 43, 2, '-1', 0, 0.00, '', 'HTTP: // faculty. Haas.Berkeley.edu/peliu/cOmputing/', 'HTTP: // faculty. Haas.Berkeley.edu/peliu/cOmputing/', '', '1','', 'No', 2377, 54,678, 0, 'yes', '2017-11-16 22:32:41 ', '2017-00-00 00:00:00 ', '2017-04-04 07:01:36', '2017-04-04 06:58:46 ', 15, null, 1 ),
(41, 18, 'sas for financial Engineers', 81, 2, '-1', 0, 0.00, '', 'HTTP: // faculty. Haas.Berkeley.edu/peliu/cOmputing/', 'HTTP: // faculty. Haas.Berkeley.edu/peliu/cOmputing/', '', '1','', 'No', 759, 52,185, 0, 'yes', '2017-11-16 15:42:24 ', '2017-00-00 00:00:00 ', '2017-04-04 07:01:32', '2017-10-05 10:52:07 ', 16, '', 1 ),
(42, 18, 'readsheet programs ', 57, 2,'-1', 0, 0.00, '', 'HTTP: // pages. Stern. nYu.edu/3167eadamodar/nEw_home_page/spreadsH.htm', 'HTTP: // pages. Stern. nYu.edu/3167eadamodar/nEw_home_page/spreadsH.htm', '', '1','', 'No', 925, 66,212, 0, 'yes', '2017-11-17 01:33:06 ', '2017-00-00 00:00:00 ', '2017-04-05 04:18:11', '2017-04-05 04:17:27 ', 15, null, 1 ),
(43, 18, 'a course in derivative securities: Introduction to theory and computation ', 55, 2,'-1', 0, 0.00, '', 'HTTP: // www. kerryback. Net/', 'HTTP: // www. kerryback. Net/courseinderivatIvesecurities.xls ', '', '1','', 'No', 1618, 69,447, 0, 'yes', '2017-11-16 19:59:22 ', '2017-00-00 00:00:00 ', '2017-04-05 04:24:29', '2017-08-06 07:58:27 ', 16, '', 10 ),
(44, 18, 'Financial Engineering: discrete-time Asset Pricing ', 57, 2,'-1', 0, 0.00, '', 'HTTP: // www. columbia.Edu/% 7emh2078/fe04.hTml', 'HTTP: // www. Columbia.Edu/% 7emh2078/fe04.hTml', '', '1','', 'No', 821, 49,200, 0, 'yes', '2017-11-17 01:49:27 ', '2017-00-00 00:00:00 ', '2017-04-05 06:31:03', '2017-04-05 06:19:15 ', 15, null, 0 ),
(45, 18, 'multiperiod binomial model', 55, 2, '-1', 0, 0.00, '', 'HTTP: // Tigger. UIC. EdU /~ Soffer/585/OptionS.xls ', 'HTTP: // Tigger. UIC. EdU /~ Soffer/585/OptionS.xls ', '', '1','', 'No', 688, 38,162, 0, 'No', '2017-11-15 01:52:44 ', '2017-00-00 00:00:00 ', '2017-11-12 03:51:53', '2017-04-05 06:21:08 ', 15, null, 0 ),
(46, 18, 'heston stochastic volatility ', 78, 1,'-1', 0, 0.00, '', 'HTTP: // www. Math. NYU.Edu/ms_students/lw429/calculator.htm ', 'HTTP: // www. Math. NYU.Edu/ms_students/lw429/calculator.htm', '', '0','', 'No', 2517, 68,471, 0, 'yes', '2017-11-16 19:03:57 ', '2017-00-00 00:00:00 ', '2017-04-05 06:30:50', '2017-04-05 06:27:53 ', 11, null, 0 ),
(47, 18, 'SWAp ++ ', 32, 2,'-1', 0, 0.00, '', 'HTTP: // www. Math. NYU.Edu/ms_students/lw429/projects.htm ', 'HTTP: // www. Math. NYU.Edu/ms_students/lw429/project/swap.tar. gZ', '', '0','', 'No', 1331, 55,348, 0, 'yes', '2017-11-17 01:25:26 ', '2017-00-00 00:00:00 ', '2017-04-05 06:30:47', '2017-04-05 06:29:25 ', 15, null, 0 ),
(48, 18, 'Design patterns and derivatives pricing ', 32, 1,'-1', 0, 0.00, '', 'HTTP: // www. markjoshi. Com/design/', 'HTTP: // www. markjoshi. Com/design/designcpP.zip ', '', '1','', 'No', 1984, 76,384, 0, 'yes', '2017-11-17 00:47:58 ', '2017-00-00 00:00:00 ', '2017-04-05 10:42:32', '2017-04-05 10:41:37 ', 12, null, 0 ),
(49, 18, 'fast Greeks in forward Libor models', 32, 2, '-1', 0, 0.00, '', 'HTTP: // www. GSB. ColumBia.edu/faculty/pglaSserman/other/grklibOr.pdf ', 'HTTP: // www. GSB. ColumBia.edu/faculty/pglaSserman/other/Greeks_Code.zip ', '', '1','', 'No', 601, 55,122, 0, 'yes', '2017-11-16 13:11:45 ', '2017-00-00 00:00:00 ', '2017-04-06 07:37:37', '2017-04-06 07:36:50 ', 15, null, 13 ),
(50, 18, 'archive of Finance & amp; Economic metrics Gauss & MATLAB Code', 71, 2, '-1', 0, 0.00, '', 'HTTP: // www. cameronroOkley.com/gtomlarchIve.html ', 'HTTP: // www. cameronroOkley.com/gtomlarchIve.html ', '', '0','', 'No', 601, 40,130, 0, 'yes', '2017-11-16 11:52:13 ', '2017-00-00 00:00:00 ', '2017-04-08 06:26:23', '2017-04-08 06:25:44 ', 14, null, 0 ),
(51, 18, 'Global derivatives Option Pricing MATLAB Code', 43, 2, '-1', 0, 0.00, '', 'HTTP: // www. Global-deRivatives.com/matlab. Php', 'HTTP: // www. Global-deRivatives.com/matlab. Php', '', '0','', 'No', 2476, 98,660, 0, 'yes', '2017-11-17 02:11:58 ', '2017-00-00 00:00:00 ', '2017-04-09 12:43:52', '2017-04-09 12:43:21 ', 15, null, 0 ),
(52, 18, 'c ++ financial algoritms (Financial numerical recipes) ', 34, 2,'-1', 0, 0.00, '', 'HTTP: // finance-old. BI. no /~ Bernt/gcc_prog/Index.html ', 'HTTP: // finance-old. BI. no /~ Bernt/gcc_prog/Index.html ', '', '0','', 'No', 1947, 57,514, 0, 'yes', '2017-11-17 00:13:55 ', '2017-00-00 00:00:00 ', '2017-04-09 07:39:26', '2017-04-09 07:38:58 ', 15, null, 0 ),
(53, 18, 'a lightweight C ++ library for quantitative finance applications ', 83, 1,'-1', 0, 0.00, '', 'HTTP: // terreneuve. soUrceforge.net/', 'HTTP: // prdownloads. sOurceforge.net/terreNeuve/terreneuve-1.0.Tar.gz? Download ', '', '1','', 'No', 1802, 96,352, 0, 'yes', '2017-11-16 13:16:10 ', '2017-00-00 00:00:00 ', '2017-04-11 01:19:14', '2017-04-11 01:18:31 ', 12, null, 0 ),
(54, 18, 'ko toolbox for Matlab ', 41, 2,'-1', 0, 0.00, '', 'HTTP: // www. Economics. Ox. ac. uk/members/Drew. Patton/code.htmL ', 'HTTP: // www. Economics. Ox. ac. uk/members/Drew. Patton/patton_cOpula_toolbox.zip ', '', '1. 03 ', '', 'No', 1304, 51,326, 0, 'yes', '2017-11-16 16:17:27', '2017-00-00 00:00:00 ', '2017-04-11 07:14:49 ', '2017-11-01 12:16:33', 14, '', 0 ),
(55, 18, 'on-line options pricing & probability calculators ', 78, 2,'-1', 0, 0.00, '', 'HTTP: // www. hoadley. nET/options/calculatoRs.htm ', 'HTTP: // www. hoadley. nET/options/calculatoRs.htm ', '', '0','', 'No', 576, 53,121, 0, 'yes', '2017-11-16 13:14:43 ', '2017-00-00 00:00:00 ', '2017-04-12 06:42:33', '2017-04-12 06:41:51 ', 15, null, 0 ),
(56, 18, 'weighted covariance matrix ', 41, 2,'-1', 0, 0.00, '', 'HTTP: // www. Stanford.Edu /~ Wfsharpe/MAT/mlFn.htm', 'HTTP: // www. Stanford.Edu /~ Wfsharpe/MAT/WCOv.txt ', '', '0','', 'No', 800, 57,172, 0, 'yes', '2017-11-16 15:31:39 ', '2017-00-00 00:00:00 ', '2017-04-13 02:41:40', '2017-04-13 02:36:28 ', 14, null, 0 ),
(57, 18, 'a MATLAB toolbox for univariate FLAC estimation ', 41, 2,'-1', 0, 0.00, '', 'HTTP: // www-agecon.ag.Ohio-state.edu/peopLe/Robert ts.628/reseaRCH/garchkit/garchkiT.html ', 'HTTP: // aede.osu.edu/People/Robert ts.628/REsearch/garchkit/GarChkit.html ', '', '0','', 'No', 802, 40,180, 0, 'yes', '2017-11-16 19:48:30 ', '2017-00-00 00:00:00 ', '2017-04-13 02:41:34', '2017-11-13 01:44:51 ', 14, '', 0 ),
(58, 18, 'qmle', 41, 2, '-1', 0, 0.00, '', 'HTTP: // www. mathtools. Net/files/NET/qmle.Zip ', 'HTTP: // www. mathtools. Net/files/NET/qmle.Zip ', '', '0','', 'No', 593, 16,138, 0, 'yes', '2017-11-16 03:20:44 ', '2017-00-00 00:00:00 ', '2017-04-13 02:41:31', '2017-04-13 02:40:29 ', 13, null, 0 ),
　　
There is no way to last attachment here, there are 22 pages, interested only in http://quanthr.com/BBS/thread-987-1-1.htML downloaded.
Source of financial engineering home altar http://QuantHR.com.