Program in Quantitative Finance

Applied Mathematics and Statistics

Stony Brook University

External Resources

QF Home >


          External Resources

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On This Page


  • Academic and Research Support
    • Academic Programs in Quantitative Finance (from Global Derivatives )
    • Job Sites for Quantitative Finance
    • Support Sites for Quantitative Finance: News, Tutorials, Software and Data
    • Finance and Mathematics Encyclopedias and Glossaries
    • Professional Societies: Contacts, Conferences, Journals and Tutorials
  • Software Resources
    • Open Source and Public Domain Software
    • Commercial Software
  • Investment Information and Support
    • General Investment Sites - News, Quotes and Other Resources
    • Hedge Fund Sites
    • Government, Quasi-Government and Not-For-Profit Resources
    • Securities Exchanges


Academic, Research and Career Support


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Software Resources

  • Open Source and Public Domain Software - Using such Open Source resources as Open Office to handle word processing and spreadsheet computations, and Octave or R for high-level computation and programming tasks you can build a solid software environment at no cost.

    • Black-Scholes - This page, maintained by Espen Haug, implements the Black-Scholes formula in nearly 30 different programming languages.
    • Boost C++ Libraries - These libraries are designed to work well with the C++ Standard Library. Ten Boost libraries will be included in the C++ Standards Committee's upcoming C++ Standard Library Technical Report as a step toward becoming part of a future C++ Standard.
    • COIN-OR - This stands for the COmputational INfrastructure for Operations Research. This software library contains many routines useful in finance, e.g., optimization.
    • GNU Compiler Collection - This compiler collection contains front-ends for C, C++, Objective-C, Fortran and Java.
    • GNU Scientific Library - A library of robust and useful routines for a number of common numerical problems.
    • Gnuplot - Graphics using a variety of different interfaces across a number of different OSs can be handled by this open source graphics package.
    • Java - This is a very powerful object oriented language with strong cross-platform capabilities.
    • MySQL - This is a popular public domain relational database, usually pronounced "my-s-q-l". There are also commericial versions available.
    • Netlib - A large library of scientific, statistical and numerical routines maintained by Oak Ridge National Laboratory.
    • Object Oriented Quadratic Programming - The OOQP C++ package for solving convex quadratic programming. It also supports a MATLAB interface.
    • Octave - This open source version of MATLAB® also may require the installation of Gnuplot and X-Windows. There is also an Emacs package for Octave called EOS available on the main site that is highly recommended.
    • Open Office - A productivity suite containing integrated word processor, spreadsheet, presentation and drawing applications, and database. Connectivity to ODBC and JDBC databases is also included.
    • PLplot - This open source graphics package has bindings with many software environments, including Octave, and is an alternative to Gnuplot.
    • PostgreSQL - This public domain relational database, usually pronounced "post-gress-kill" is an altenative to MySQL.
    • QuantLib - This C++ library for quantitative finance is under development. It can give you a good idea of what are the issues in implementing a object oriented "quant" library.
    • R - This is the open source version of the well-known S® statistical and numerical software system.
    • StatLib - A statistical software library maintained by Carnegie-Mellon.
    • Yacas - Yet Another Computer Algebra System, this free open source system provides many of the same capabilities as Mathematica. It is not, despite its similarities, an open source version of Mathematica, but it does provide a subset of its functionality. A Mac OS X version is available for download here.
  • Commercial Software - These products are in common use in the Quantitative Finance community. Check for student versions; they are typically priced cheaper than a normal commercial license. Some of these products, such as Mathematica, are available at one or more of the campus's SINC Sites or can be purchased at nominal cost at the Seawolves Marketplace in the SAC.
  • Other Software Resources
    • Unicode and Multilingual Support - This site is maintained by Alan Wood and contains information about using Unicode in to provide multilingual support in various applications such as web browsers and word processors.
    • W3 Schools - This site contains a number of free tutorials for web-based technologies such as HTML, XML and Javascript.

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Investment Information and Support


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