Fourier Space Time-stepping (FST) option calculator:
FST is an option pricing algorithm that can be applied to a wide range of options such as European, American, barrier, shout, and spread options. The dynamics of the stock price process can be modeled by any Levy process such as Brownian motion, Merton jump-diffsuion, Kou jump-diffusion, Variance Gamma, Normal inverse Gaussian and CGMY. For more details on the method and implementation refer to the papers in research section.
Undergraduate Project in Graphics - Raytracer (2002)
The images below were generated using a raytracer written from scratch in C++. Some of the features implemented include: anti-aliasing, reflections, refractions, bounding volume hierarchies, bitmap and mathematical textures.
