tag:blogger.com,1999:blog-62331877574396873412011-07-30T19:21:55.183-07:00A collection of software resources for mathematical finance, numerical analysis software (C++, Excel+Visual Basic, MATLAB), document preparation (LaTeX, OpenOffice), Linux, and programming languages.<a href="http://www.finmath.rutgers.edu">www.finmath.rutgers.edu</a>http://www.blogger.com/profile/12123910197344313060noreply@blogger.comBlogger111100tag:blogger.com,1999:blog-6233187757439687341.post-30079643055097532242009-06-29T05:38:00.000-07:002009-06-29T05:43:35.659-07:00Discounted and free software for Rutgers students, staff, and faculty:<br /><br /><a href="https://software.rutgers.edu/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/6233187757439687341-3007964305509753224?l=quantfinancesoftware.blogspot.com' alt='' /></div><a href="http://www.finmath.rutgers.edu">www.finmath.rutgers.edu</a>http://www.blogger.com/profile/12123910197344313060noreply@blogger.comtag:blogger.com,1999:blog-6233187757439687341.post-38993597564333412202008-12-24T01:58:00.000-08:002009-12-25T14:11:13.810-08:00<span style="font-weight: bold;">Linux General</span><br /><br /><a href="http://www.linux.com/">Linux.com</a><br /><a href="http://en.wikipedia.org/wiki/Linux">Linux at Wikipedia</a> (comprehensive introduction and gateway)<br /><a href="http://www.tldp.org/">The Linux Documentation Project</a><br /><a href="http://www.linux.org/">Linux Online</a><br /><a href="http://www.reviewlinux.com/">ReviewLinux.com</a><br /><br /><span style="font-weight: bold;">Linux Distributions</span><br /><br /><a href="http://www.debian.org/">Debian</a><br /><a href="http://fedoraproject.org/">Fedora</a> and <a href="http://www.blogger.com/www.redhat.com">Red Hat</a><br /><a href="http://www.opensuse.org/">openSUSE</a><br /><a href="http://www.ubuntu.com/">Ubuntu</a><br /><br /><span style="font-weight: bold;">Linux at Rutgers</span><br /><br /><a href="http://linuxcourse.rutgers.edu/">Linux for Engineeering and IT Applications</a> (course offered each Spring by Department of Mechanical and Aerospace Engineering)<br /><br /><span style="font-weight: bold;">Linux Software for Mathematical Finance</span><br /><br /><span style="font-style: italic;">Eclipse</span> (Integrated Development Environment for C, C++, Java, ...)<br /><span style="font-style: italic;">Emacs</span> (GNU text editor)<br /><span style="font-style: italic;">Gcc</span> (GNU C/C++ compiler)<br /><span style="font-style: italic;">Gsl</span> (GNU Scientific Library)<br /><span style="font-style: italic;">KDevelop</span> (Integrated Development Environment for C/C++)<br /><span style="font-style: italic;">Kile</span> (Integrated Development Environment for LaTeX)<br /><span style="font-style: italic;">Octave</span> (Open source equivalent to MATLAB)<br /><span style="font-style: italic;">Python</span> (Programming language for numerical computing)<br /><span style="font-style: italic;">QuantLib</span> (Open source library for financial engineering)<div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/6233187757439687341-3899359756433341220?l=quantfinancesoftware.blogspot.com' alt='' /></div><a href="http://www.finmath.rutgers.edu">www.finmath.rutgers.edu</a>http://www.blogger.com/profile/12123910197344313060noreply@blogger.comtag:blogger.com,1999:blog-6233187757439687341.post-31494740609875848492008-11-09T08:35:00.000-08:002008-11-26T12:04:31.427-08:00<a href="http://drupal.org/">Drupal</a> open source web content management system<br /><a href="http://www.joomla.org/">Joomla</a> open source web content management system<br /><a href="http://wordpress.org/">Wordpress</a> open source web content management system<br /><br /><a href="http://www.surveymonkey.com/">Survey Monkey</a> web survey system<div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/6233187757439687341-3149474060987584849?l=quantfinancesoftware.blogspot.com' alt='' /></div><a href="http://www.finmath.rutgers.edu">www.finmath.rutgers.edu</a>http://www.blogger.com/profile/12123910197344313060noreply@blogger.comtag:blogger.com,1999:blog-6233187757439687341.post-77001216456869397152008-11-09T06:01:00.000-08:002008-11-09T06:02:11.508-08:00<a href="http://www.amex.com/">American Option Exchange</a><br /><a href="http://www.cboe.com/">Chicago Board Option Exchange</a><br /><a href="http://www.888optionsnet.com/calculator/main_advanced.asp">Options Industry Council</a> vanilla option calculator<div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/6233187757439687341-7700121645686939715?l=quantfinancesoftware.blogspot.com' alt='' /></div><a href="http://www.finmath.rutgers.edu">www.finmath.rutgers.edu</a>http://www.blogger.com/profile/12123910197344313060noreply@blogger.comtag:blogger.com,1999:blog-6233187757439687341.post-30122620692824738552008-11-08T20:37:00.000-08:002009-02-13T06:27:56.705-08:00<a href="http://www.uow.edu.au/%7Enabg/ABC/ABC.html">A Beginner's C++</a><br /><a href="http://cplus.about.com/">About C/C++</a><br /><a href="http://www.physics.ohio-state.edu/%7Entg/780/">C++ Computational Physics at Ohio State University</a><br /><a href="http://www.cplusplus.com/doc/tutorial/">C++ Language Tutorial</a><br /><a href="http://www.math.wayne.edu/%7Eyang/book.htm"> C++ and Object Oriented Numeric Computing for Scientists and Engineers</a>, C++ source code for text by Daoqi Yang, Springer, 2001<br /><a href="http://www.phim.unibe.ch/comp_doc/c_manual/C/cref.html">C/C++ Programming Reference</a><br /><a href="http://www.cppreference.com/">C++ Reference</a><br /><a href="http://www.josuttis.com/libbook/examples.html">C++ Standard Library - Tutorial and Reference:</a> Examples (Nicolai Josuttis)<br /><a href="http://finance-old.bi.no/%7Ebernt/gcc_prog/index.html">C++ Programs for use in Finance</a> (Bernt Odegaard)<br /><a href="http://www.codepedia.com/1/CPP-Beginners-Tutorial">Codepedia C++ Programming Tutorial</a><br /><a href="http://gocad.ensg.inpl-nancy.fr/%7Ecaumon/Teach/Cxx/cours_intro.html">Guillaume Caumon's Course on C++</a><br /><a href="http://people.scs.fsu.edu/%7Eburkardt/">John Burkhardt's library of C++</a> (and C, MATLAB, Python, other) programs<br /><a href="http://www.koders.com/">Koders.com</a> open source C++ (and other) programs<br /><a href="http://msdn03.e-academy.com/elms/Storefront/Home.aspx?campus=rutgers_scils"> Microsoft Visual Studio 2005 Rutgers affiliate download</a><br /><a href="http://www.microsoft.com/express/2005/download/default.aspx"> Microsoft Visual C++ free download</a><br /><a href="http://www.ann.jussieu.fr/pironneau/infosci/infosci.html">Olivier Pironneau's C++ for numerical computing web course</a><br /><a href="http://www.math.rutgers.edu/%7Efeehan/teaching/math611/softwaredownloads.html">Simple C Programs for Finance</a> (Paul Feehan)<br /><a href="http://www.its.strath.ac.uk/courses/c/">University of Strathclyde C Programming book</a><br /><a href="http://en.wikipedia.org/wiki/C_programming_language">Wikipedia C</a><br /><a href="http://en.wikipedia.org/wiki/C_Plus_Plus">Wikipedia C++</a><br /><a href="http://en.wikipedia.org/wiki/C_Plus_Plus#External_links">Wikipedia External Links</a> (web tutorials, ebooks)<div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/6233187757439687341-3012262069282473855?l=quantfinancesoftware.blogspot.com' alt='' /></div><a href="http://www.finmath.rutgers.edu">www.finmath.rutgers.edu</a>http://www.blogger.com/profile/12123910197344313060noreply@blogger.comtag:blogger.com,1999:blog-6233187757439687341.post-24977947727545735982008-11-08T20:35:00.000-08:002008-11-08T20:37:42.037-08:00The <a href="http://www.tug.org/tetex/">teTeX </a>package and <a href="http://www.gnu.org/software/emacs/">Emacs</a> editor are recommended for Linux systems, such as <a href="http://fedora.redhat.com/">Fedora</a>, the <a href="http://www.miktex.org/">MikTeX </a>package and <a href="http://www.winedt.com/">WinEdt </a>editor are recommended for Windows, and the <a href="http://www.trevorrow.com/oztex/">OzTeX</a> package is recommended for Mac. Many guides to LaTeX document preparation and samples are available:<br /><br /> <a href="http://www.ams.org/tex/">AMS TeX Resources</a><br /> <a href="http://www.latex-project.org/">LaTeX Project</a><br /><a href="http://www.openoffice.org/">OpenOffice.org</a> free download (Windows/Mac/Linux) for Microsoft Office compatible software suite. <br /> <a href="http://www.eng.cam.ac.uk/help/tpl/textprocessing/">University of Cambridge - Engineering Department</a><br /> <a href="http://www.maths.ox.ac.uk/help/faqs/latex/">University of Oxford - Mathematical Institute</a><br /> <a href="http://en.wikipedia.org/wiki/LaTeX">Wikipedia LaTeX Guide</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/6233187757439687341-2497794772754573598?l=quantfinancesoftware.blogspot.com' alt='' /></div><a href="http://www.finmath.rutgers.edu">www.finmath.rutgers.edu</a>http://www.blogger.com/profile/12123910197344313060noreply@blogger.comtag:blogger.com,1999:blog-6233187757439687341.post-1332541936991943422008-11-08T20:31:00.000-08:002008-11-08T20:35:33.412-08:00<span style="font-weight: bold;">General</span><br /><br /><a href="http://www.anthony-vba.kefra.com/">Anthony's Excel VBA (Macros) Tutorial</a><br /> <a href="http://www.geocities.com/WallStreet/9245/">Anthony's Excel VBA (Macros) Tutorial</a><br /> <a href="http://www.excelbusinesstools.com/links.htm">Excel Business Tool's Excel Links</a><br /> Robert McDonald's <a href="http://www.math.vu.nl/obp/edu/project-obp/VBA-intro.pdf">An introduction to VBA in Excel</a><br /> <a href="http://www.engineering.usu.edu/cee/faculty/gurro/VBA&amp;Excel.htm">Utah State University VBA and Excel</a><br /> <a href="http://www.vertex42.com/ExcelLinks/cat/excel-vba-1.html">Vertex42 Excel VBA Portal</a><br /><br /><span style="font-weight: bold;">Charts and Graphs</span><br /><br />About.com's <a href="http://spreadsheets.about.com/od/tipsandfaqs/f/ChartWizard_FAQ.htm">What is the Excel Chart Wizard?</a><br /> Internet4Classroom's <a href="http://www.internet4classrooms.com/excel_create_chart.htm">Creating a Chart or Graph</a><br /> Microsoft's <a href="http://support.microsoft.com/kb/304421">How to use the Chart Wizard in Excel</a><br /> University of Texas at Austin's <a href="http://www.utexas.edu/its/training/handouts/excelchart/">Microsoft Excel Chart Guide</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/6233187757439687341-133254193699194342?l=quantfinancesoftware.blogspot.com' alt='' /></div><a href="http://www.finmath.rutgers.edu">www.finmath.rutgers.edu</a>http://www.blogger.com/profile/12123910197344313060noreply@blogger.comtag:blogger.com,1999:blog-6233187757439687341.post-77810462183414067272008-11-08T20:27:00.002-08:002008-11-08T20:31:36.847-08:00<a href="http://www.answers.com/topic/binomial-option-pricing-model">Answers.com binomial tree</a> technical information, links, and Excel spreadsheet models<br /> <a href="http://pages.stern.nyu.edu/%7Eadamodar/New_Home_Page/spreadsh.htm">Damodaran's NYU</a> Excel spreadsheet models<br /> <a href="http://www.global-derivatives.com/spreadsheets.php">Global Derivatives </a>Excel spreadsheet models<br /> <a href="http://members.allstream.net/%7Ejohnjaz/aboutme1.htm">John's Finance</a> Excel spreadsheet models<br /> Excel VBA spreadsheets for <i>Advanced Modelling in Finance using Excel and VBA</i> by Jackson &amp; Staunton: <a href="http://www.finmath.rutgers.edu/academics/Option1.xls">Option1.xls</a><br /> <a href="http://www.kerryback.net/">Kerry Back's </a>Excel+VBA models for <span style="font-style: italic;">A Course in Derivative Securities<br /> </span><a href="http://www.finmath.rutgers.edu/academics/CourseinDerivativeSecurities.xls">Course in Derivative Securities sheet</a> (xls) &amp; Paul Feehan's additions<br /> <span style="font-style: italic;"> </span><a href="http://www.columbia.edu/%7Emh2078/FE04.html">Martin Haugh's</a> Excel spreadsheet models for Columbia course <span style="font-style: italic;">Financial Engineering: Discrete-Time Asset Pricing</span><span style="font-style: italic;"><br /> </span><a href="http://www.math.unl.edu/%7Esdunbar1/Teaching/MathematicalFinance/Lessons/BinomialModels/MultiPeriod/multiperiod.shtml">Steve Dunbar's binomial tree</a> page for UNL course <span style="font-style: italic;"> Stochastic Processes and Advanced Mathematical Finance</span><br /> <a href="http://en.wikipedia.org/wiki/Binomial_options_model">Wikipedia binomial tree</a> technical information, links, and Excel spreadsheet models<div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/6233187757439687341-7781046218341406727?l=quantfinancesoftware.blogspot.com' alt='' /></div><a href="http://www.finmath.rutgers.edu">www.finmath.rutgers.edu</a>http://www.blogger.com/profile/12123910197344313060noreply@blogger.comtag:blogger.com,1999:blog-6233187757439687341.post-74365087168403780102008-11-08T20:27:00.001-08:002010-10-18T16:36:22.607-07:00<a href="http://www.global-derivatives.com/matlab.php">Global Derivatives</a> MATLAB models<br /><a href="http://oirt.rutgers.edu/software/matlab.html">MATLAB download and site license</a> for faculty and staff use on Rutgers-owned computers<br /><a href="http://www.mathworks.com/academia/student_version/">MATLAB Student Version</a> with academic discount from Mathworks<br />Mathworks <a href="http://www.mathworks.com/access/helpdesk/help/techdoc/matlab.shtml">documentation</a><br /><a href="http://staff.polito.it/paolo.brandimarte/">Source code</a> for <i>Numerical Methods in Finance and Economics: a MATLAB-based Introduction</i> by Paolo Brandimarte<br />MATLAB program files for <a href="http://www-math.bgsu.edu/%7Ezirbel/sde/">Stochastic Differential Equations</a>, by Craig Zirbel<br />MATLAB <a href="http://www.math.rutgers.edu/%7Efalk/math573/web-resources.html">weblinks</a><br /><a href="http://www.maths.manchester.ac.uk/%7Ehigham/mg/">SIAM Matlab guide</a><br />Textbooks on MATLAB available from the <a href="http://www.libraries.rutgers.edu/">Rutgers libraries</a> or <a href="http://www.amazon.com/">Amazon</a>.<br />University of Florida <a href="http://www.mines.utah.edu/gg_computer_seminar/matlab/matlab.html">tutorial</a><br />University of Utah brief <a href="http://www.math.utah.edu/lab/ms/matlab/matlab.html">guide</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/6233187757439687341-7436508716840378010?l=quantfinancesoftware.blogspot.com' alt='' /></div><a href="http://www.finmath.rutgers.edu">www.finmath.rutgers.edu</a>http://www.blogger.com/profile/12123910197344313060noreply@blogger.comtag:blogger.com,1999:blog-6233187757439687341.post-41981778305254443262008-11-08T20:25:00.000-08:002008-11-08T20:27:24.041-08:00<a href="http://gcc.gnu.org/">GNU Compiler Collection</a><br /> <a href="http://www.gnu.org/software/gsl/">GNU Scientific Library</a><br /> <a href="http://www.mathtools.net/">Math Tools</a><br /> <a href="http://www.netlib.org/">Netlib</a><br /> <a href="http://www.network-theory.com/gsl/">Network Theory - GSL for Microsoft Visual Studio</a><br /> <a href="http://library.lanl.gov/numerical/">Numerical Recipes in C</a><br /> <a href="http://quantcode.com/">QuantCode</a><br /> <a href="http://quantlib.org/">QuantLib</a><br /> <a href="http://www.wilmott.co.uk/messageview.cfm?catid=10&amp;threadid=9893">Wilmott Forum: Heston model implementations</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/6233187757439687341-4198177830525444326?l=quantfinancesoftware.blogspot.com' alt='' /></div><a href="http://www.finmath.rutgers.edu">www.finmath.rutgers.edu</a>http://www.blogger.com/profile/12123910197344313060noreply@blogger.comtag:blogger.com,1999:blog-6233187757439687341.post-69524182939718688532008-11-08T20:23:00.000-08:002008-11-08T20:40:58.207-08:00<a href="http://www.codepedia.com/">Codepedia</a> (C, C++, Visual Basic, and more ...)<br /><a href="http://www.cygwin.com/">Cygwin</a> (complete Unix environment with emacs, gcc, and command shell)<br /><a href="http://fedoraproject.org/">Fedora</a> Linux<br /><a href="http://www.gnuplot.info/">GnuPlot</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/6233187757439687341-6952418293971868853?l=quantfinancesoftware.blogspot.com' alt='' /></div><a href="http://www.finmath.rutgers.edu">www.finmath.rutgers.edu</a>http://www.blogger.com/profile/12123910197344313060noreply@blogger.com