QuantLib, a free/open-source library for quantitative finance
QuantLib: a free/open-source library for quantitative finance Get QuantLib Head to our download page to get the latest official release, or check out the latest development version from our git repository. Extensions, bindings and ports to other languages are available. Documentation Documentation is available in several formats from a number of sources. You can also read our installation instruct
Quick Fix Engine
QuickFIX Engine implements the FIX Protocol for C++, .Net, Go and Java QuickFIX is 100% free and open source with a liberal license. About QuickFIX The Financial Information Exchange (FIX) Protocol is a message standard developed to facilitate the electronic exchange of information related to securities transactions. It is intended for use between trading partners wishing to automate communication
Boost C++ Libraries and Applications to Computational Finance | Quant Network
A technical series on Boost C++ libraries and its applications to computational finance by Daniel DuffyBoost C++ Libraries and Applications to Computational Finance | Quant Network By DANIEL J. DUFFYPart I – Introduction and Initial ExamplesIn this article we give an overview of the Boost C++ libraries (www.boost.org) and we discuss their applicability to certain problems in computational financ
CRAN Task Views
CRAN task views aim to provide guidance which packages on CRAN are relevant for tasks related to a certain topic. They give a brief overview of the included packages which can also be automatically installed using the ctv package. The views are intended to have a sharp focus so that it is sufficiently clear which packages should be included (or excluded) - and they are not meant to endorse the "be
R-Forge: Welcome
What are R and R-Forge? R is `GNU S', a freely available language and environment for statistical computing and graphics which provides a wide variety of statistical and graphical techniques: linear and nonlinear modelling, statistical tests, time series analysis, classification, clustering, etc. Please consult the R-project homepage for further information. R-Forge offers a central platform for t
QuantLib, a free/open-source library for quantitative finance
QuantLib: a free/open-source library for quantitative finance Get QuantLib Head to our download page to get the latest official release, or check out the latest development version from our git repository. Extensions, bindings and ports to other languages are available. Documentation Documentation is available in several formats from a number of sources. You can also read our installation instruct
Terrance Odean
Watch my personal finance videos on Vimeo or YouTube. Podcast interview with Mike Norton. I join at five minutes. Terrance Odean Rudd Family Foundation Professor of Finance Haas School of Business 545 Student Services #1900 University of California at Berkeley Berkeley, CA 94720-1900 510.646.0050Â Â Â Â Â Â Â Â [email protected] Curriculum Vitae (pdf) Paid consulting. Current Research The 'Actual
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FIX Trading Community v2.1
Financial Numerical Recipes in C ++.
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