Quantitative
Finance Software on the Web
C/C++
A
Beginner's C++
About C/C++
C++
Computational Physics at Ohio State University
C++
Language Tutorial
C++ and Object Oriented Numeric Computing for Scientists and Engineers,
C++ source code for text by Daoqi Yang, Springer, 2001
C/C++
Programming Reference
C++ Reference
C++
Standard Library - Tutorial and Reference: Examples (Nicolai
Josuttis)
C++
Programs for use in Finance (Bernt Odegaard)
Codepedia
C++ Programming Tutorial
Guillaume
Caumon's Course on C++
Microsoft Visual Studio 2005 Rutgers affiliate download
Microsoft Visual C++ free download
Olivier Pironneau's C++ for numerical computing web course
Simple
C Programs for Finance (Paul Feehan)
University
of Strathclyde C Programming book
Wikipedia
C
Wikipedia
C++
Wikipedia
External Links (web tutorials, ebooks)
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of page
Excel and VBA
Spreadsheet Quantitative Finance Models
Answers.com
binomial tree technical information, links, and Excel
spreadsheet models
Damodaran's
NYU Excel spreadsheet models
Global
Derivatives Excel spreadsheet models
John's
Finance Excel spreadsheet models
Excel VBA spreadsheets for
Advanced Modelling in Finance
using Excel and VBA by Jackson & Staunton:
Option1.xls
Kerry Back's Excel+VBA
models for
A Course in
Derivative Securities
Course
in Derivative Securities sheet (xls) & Paul
Feehan's additions
Martin
Haugh's Excel spreadsheet models for Columbia course
Financial Engineering:
Discrete-Time Asset Pricing
Steve
Dunbar's binomial tree page for UNL course
Stochastic Processes and
Advanced Mathematical Finance
Wikipedia
binomial tree technical information, links, and Excel
spreadsheet models
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of page
Excel and VBA
(Visual Basic for Applications)
Anthony's
Excel VBA (Macros) Tutorial
Anthony's
Excel VBA (Macros) Tutorial
Excel
Business Tool's Excel Links
Robert McDonald's
An
introduction to VBA in Excel
Utah
State University VBA and Excel
Vertex42
Excel VBA Portal
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of page
Excel Charts and
2D & 3D Graphs
About.com's
What
is the Excel Chart Wizard?
Internet4Classroom's
Creating
a Chart or Graph
Microsoft's
How
to use the Chart Wizard in Excel
University of Texas at Austin's
Microsoft
Excel Chart Guide
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of page
MATLAB®
Global
Derivatives MATLAB models
MATLAB download
and site license for faculty and staff use on Rutgers-owned computers
MATLAB
Student Version with academic discount from Mathworks
Mathworks
documentation
Source
code for
Numerical Methods in Finance and
Economics: a MATLAB-based Introduction by Paolo Brandimarte
MATLAB
weblinks
SIAM
Matlab guide
Textbooks on MATLAB available from the
Rutgers libraries
or
Amazon.
University of Florida
tutorial
University of Utah brief
guide
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Numerical
Analysis and Quantitative Finance Libraries
GNU Compiler Collection
GNU Scientific
Library
Math Tools
Netlib
Network
Theory - GSL for Microsoft Visual Studio
Numerical
Recipes in C
QuantCode
QuantLib
Wilmott
Forum: Heston model implementations
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Related
Programming Software
Codepedia
(C, C++, Visual Basic, and more ...)
Cygwin
(complete Unix environment with emacs, gcc, and command shell)
GnuPlot
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Document Preparation
OpenOffice Writer, Spreadsheet, and Presentation Software Suite
OpenOffice.org free download
(Windows/Mac/Linux) for Microsoft Office compatible software suite.
Technical Document Preparation with LaTeX
The
teTeX package and
Emacs
editor are recommended for Linux systems, such as
Fedora, the
MikTeX package
and
WinEdt editor
are recommended for Windows, and the
OzTeX
package is recommended for Mac. Many guides to LaTeX document
preparation and samples are available:
AMS TeX Resources
LaTeX Project
University
of Cambridge - Engineering Department
University
of Oxford - Mathematical Institute
Wikipedia
LaTeX Guide
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