YAFiMM (Yet Another Financial Market Model)

This package contain programs providing a simulation framework for the analysis of a financial market model. Deyails on the simulation framework can be obtained from the following papers:

Documentation:

For a basic description of the package structure and an introduction to the use of the different utilities see this overview.

Requirements:

Downloads (new version 1.5 available):

The latest package version (tar.gz) contains the source code, installation instructions and the above documentations in text format.

G.B.
Last modified: Mon Jun 30 18:34:07 CEST 2008