Wednesday, December 24, 2008

Linux

Linux General

Linux.com
Linux at Wikipedia (comprehensive introduction and gateway)
The Linux Documentation Project
Linux Online
ReviewLinux.com

Linux Distributions

Debian
Fedora and Red Hat
openSUSE
Ubuntu

Linux at Rutgers

Linux for Engineeering and IT Applications (course offered each Spring by Department of Mechanical and Aerospace Engineering)

Linux Software for Mathematical Finance

Eclipse (Integrated Development Environment for C, C++, Java, ...)
Emacs (GNU text editor)
Gcc (GNU C/C++ compiler)
Gsl (GNU Scientific Library)
KDevelop (Integrated Development Environment for C/C++)
Kile (Integrated Development Environment for LaTeX)
Octave (Open source equivalent to MATLAB)
Python (Programming language for numerical computing)
QuantLib (Open source library for financial engineering)

Sunday, November 9, 2008

Web Software

Drupal open source web content management system
Joomla open source web content management system
Wordpress open source web content management system

Survey Monkey web survey system

Web Calculators and Financial Data

American Option Exchange
Chicago Board Option Exchange
Options Industry Council vanilla option calculator

Saturday, November 8, 2008

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++
John Burkhardt's library of C++ (and C, MATLAB, Python, other) programs
Koders.com open source C++ (and other) programs
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)

Document Preparation

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
OpenOffice.org free download (Windows/Mac/Linux) for Microsoft Office compatible software suite.
University of Cambridge - Engineering Department
University of Oxford - Mathematical Institute
Wikipedia LaTeX Guide

Excel and Visual Basic

General

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

Charts and 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

Excel and Visual 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

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 program files for Stochastic Differential Equations, by Craig Zirbel
MATLAB weblinks
SIAM Matlab guide
Textbooks on MATLAB available from the Rutgers libraries or Amazon.
University of Florida tutorial
University of Utah brief guide

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

Miscellaneous Software

Codepedia (C, C++, Visual Basic, and more ...)
Cygwin (complete Unix environment with emacs, gcc, and command shell)
Fedora Linux
GnuPlot