EuSpRIG is an interest group of academia and industry promoting research regarding the extent and nature of spreadsheet risks, methods of prevention and detection of errors and methods of limiting damage. We bring together researchers and professionals in the areas of business, software engineering and audit to actively seek useful solutions.
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At Economymodels you will find essays, software tools and other information with a special emphasis on capital markets.
A huge resource including: C Programming Tutorials, Object Oriented Programming, C++ Programming Tutorials, Advance C++ Topics, C++ Programming Tutorials, Programming Articles, Free Programming E-Books, Source Code, Books, Utilities.
The Quantitative Finance Framework (QFF) is intended to support the development of software libraries in mathematical finance. The main fields of applications are the pricing of derivatives and the management of financial risks. QFF is an open source project supported by the Bielefeld University. Its source code is avaliable at sourceforge, one of the largest open source repositories of the world wide web.
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A Knoppix / Debian variant tailored to numerical and quantitative analysis. Quantian differs from Knoppix by adding a large number of programs of interest to applied or theoretical workers in quantitative or data-driven fields.
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A collection of software resources for mathematical finance, numerical analysis software (C++, Excel+Visual Basic, MATLAB), document preparation (LaTeX, OpenOffice), Linux, and programming languages.
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An online resource for free financial modeling tutorials, advice, tips and tricks.
This large aggregation is maintained by Roger Young and Ian MacPhedran.
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JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in Java. It provides "quants" and Java application developers several mathematical and statistical tools needed for the price valuation of financial instruments, among other features.
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The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life. QuantLib is written in C++ with a clean object model, and is then exported to different languages such as C#, Objective Caml, Java, Perl, Python, GNU R, Ruby, and Scheme. The QuantLibAddin/QuantLibXL project uses ObjectHandler to export an object-oriented QuantLib interface to a variety of end-user platforms including Microsoft Excel and OpenOffice.org Calc. Bindings to other languages and porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica, COM/CORBA/SOAP architectures, FpML, are under consideration. See the extensions page for details.
a C++ option calculator for Windows featuring: price, implied volatility and Greek letters; Black-Scholes analytic formula; binomial tree lattice; Montecarlo simulations; exotic option support:
The Quantitative Finance Framework (QFF) supports the development of software libraries in mathematical finance. The main field of applications are the pricing of derivatives and the management of financial risks.
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Up-to-date blog on quant finance code, new releases, and technology resources.
The amount of wavelets-related software is multiplying.
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This site aims at helping you identify ready to use solutions for your optimization problem, or at least to find some way to build such a solution using work done by others.
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Brokers and Investment Managers are under constant pressure to provide their clients with the best level of service and returns and to keep a clear record of active as well as regulatory ratios. In order to free up time and focus resources on generating higher returns, institutions are turning to multi-function automated solutions such as Ultra.net from Financial Tradeware.
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