Finance links

Code references:
http://finance-old.bi.no/~bernt/ (C++)
http://quantlib.org/ (C++)
http://www.mathfinance.org/FF/cpplib.html (Java & JavaScript)
http://www.numa.com/

Executables:
http://www.snowgold.com/download/downopt.html
http://www.mathtools.net/MATLAB/Finance_and_Economics/index.html

Tutorial sites:
http://www.lifelong-learners.com/opt/SYL/opt.php
http://www.csie.ntu.edu.tw/~lyuu/Capitals/capitals.htm( GOOD site)
http://www.math.ust.hk/~maykwok/ - Prof Yue-Kuen Kwok's web site
http://www.math.nyu.edu/~stoikov/DerivativeSecurities
http://www.quantlet.com/
http://dybfin.wustl.edu/teaching/
http://www.statslab.cam.ac.uk/~peter/

Forums:
http://www.wilmott.com/
http://www.global-derivatives.com/
http://finance.groups.yahoo.com/group/TalkFinancialEngineering/

General references:
http://citeseer.ist.psu.edu/623322.html
http://en.wikipedia.org/wiki/Binomial_options_model
http://www.quantnotes.com
http://www.mathfinancenews.com/
http://www.fenews.com/
http://web.utk.edu/~jwachowi/part2.html

Research papers:
http://www.columbia.edu/~mnb2/broadie/research_papers.html

Books:
http://www.xplore-stat.de/ebooks/ebooks.html

Fixed Income:
http://www.kalotay.com/
http://www.iijournals.com/JFI/default.asp (subscription needed).

评论

1 楼 cookoo 2007-06-25  

nice links, thx