Rutgers Mathematical Finance Software

A collection of software resources for mathematical finance, numerical analysis software (C++, Excel+Visual Basic, MATLAB), document preparation (LaTeX, OpenOffice), Linux, and programming languages.

Saturday, November 8, 2008

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
Posted by www.finmath.rutgers.edu at 8:25 PM

0 comments:

Post a Comment

Newer Post Older Post Home
Subscribe to: Post Comments (Atom)

Rutgers Mathematical Finance Master's Program

www.finmath.rutgers.edu
New Brunswick, New Jersey, United States
Email finmath (at) rci.rutgers.edu with suggestions.
View my complete profile

Bookmark, Email, or Share Page

Category Index

  • C++
  • Document Preparation
  • Excel and Visual Quantitative Finance Models
  • Excel and Visual Basic
  • Linux
  • MATLAB
  • Miscellaneous Software
  • Numerical Analysis and Quantitative Finance Libraries
  • Rutgers Computer Software Store
  • Web Calculators and Financial Data
  • Web Software

Blog Archive

  • ▼ 2009 (1)
    • ▼ June (1)
      • Rutgers Computer Software Store
  • ► 2008 (10)
    • ► December (1)
      • Linux
    • ► November (9)
      • Web Software
      • Web Calculators and Financial Data
      • C++
      • Document Preparation
      • Excel and Visual Basic
      • Excel and Visual Quantitative Finance Models
      • MATLAB
      • Numerical Analysis and Quantitative Finance Librar...
      • Miscellaneous Software