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financial engineering · system design · software development Home Development Resources EMail Consulting Summary Impressum Quantitative Finance Quantitative development in C++. Implementation of derivative pricing models. Risk engine and grid controller technology. System Design Design and development of informations systems in distributed environments. Web and client/server applications. Database connectivity and object-relational mapper technology. Model Calibration and Data Analysis Interest rate model calibration. Data analysis with MATLAB and R. Development of quantitative add-ins for Excel. Consulting Services Custom software development. System architecture and design. Model validation and review. Articles on financial economics. Copyright: F. Crusius · Updated: 20.11.2011
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