Program in Quantitative Finance

Applied Mathematics and Statistics

Stony Brook University

Tutorials and Workshops

QF Home


          Tutorials and Workshops

Tutorials are designed so that students can independently learn and review important concepts in applied mathematics and computer science in general and in quantitative finance in particular.


Workshops are extended practical exercises that deal with the application of theory to a specific problem, usually one involving real market data.


Contributions and suggestions for this page will be appreciated. Please use the email link at the bottom of the page to contact us.




  • Mathematica - The Wolfram website contains a free Mathematica Player which will enable you to view the Mathematica notebooks even if you do not own a copy of Mathematica.


  • Other
    • Econometrics in Octave - Octave is an open source version of MATLAB. This PDF document is by Dirk Eddelčttel of the Bank of Montreal.
    • Econometrics in R - R is an open source version of S. Although it is characterized as a statistical analysis system, it is also a general programming environment. This PDF document is from the R-project site.

Top of Page



Top of Page