AMNA Computational Finance Toolbox

Software from the following theses:

• Katja Reipen :
  A Neural Network Approach for forecoasting Price Load Curves in Electricity Markets

• Germán I. Ramírez Espinoza:
  Espinoza Conservative and Finite Volume Methods for the Pricing Problem

• Christian Adama Pente:
  Gas Storage Valuation and Optimization: A Real Options Application using a numerical PIDE method

• Carina Geigle:
  Finanzierungsalternative Speichervertrag für Windenergie: EEG-Vergütung vs Einsatz von Pumpspeicherkraftwerken

   

• Cheng Chen:
  Monte Carlo Methods for pricing Swing Options

 

Contact Christof Kaufmann (AMNA Toolbox) for details.

MATLAB Software from Book M. Günther & A. Jüngel Finanzderivate mit MATLAB - Mathematische Modellierung und numerische Simulation

Coming soon!

The CoMSON demonstrator platform

(currently under construction).
The only available software is

 

• OCS (Octave Circuit Simulator)
• FIDES (Field Device Simulator)

 

Contact Christof Kaufmann (Toolbox) or Sebastian Schöps (FIDES) for details.