:: Collaborations ::

:: Software & Data :

For a start, if you have never touched numerical programming and wonders what quant modelling is all about. Alternatively if you know about financial principles and want to horn your skills modelling some of them in Excel. Try this book:

Advanced Modelling in Finance Using Excel and VBA

Sounds too difficult (ADVANCED!), how about this one for a starter?

Financial Modeling Using Excel and VBA

Software :: C++ Programming in Quants

• QuantLib - A C++ open source library for quantitative finance. Core library is written in C++, with no restrictions for anyone to use. Free
  
  
• Smartquant - Home of R-Quant, an object-oriented data management software toolbox that supports large corporative data warehouses with quote tick and daily historical data for tens of thousands of financial instruments. Suitable for modern portfolio theory, derivatives pricing, risk management, operation research and optimisation, neural networking, genetic algorithms and technical analysis. Free for non-commercial usage.
  
  

Calculators - C++, Excel or Online

• DerivaGem - Accompany software to John Hull's book titled Options, Futures and Other Derivatives. Free Excel Workbook, no source code
  
  
• ROC - Rubinstein's Option Calculator. Application developed using valuation algorithms developed by Mark Rubinstein, Paul Stephens Professor of Applied Investment Analysis at the University of California at Berkeley. Demo Windows application, time trial, no source code, $$$
  
  
• ATOM - Advanced Tool for Option Modelling is a C++ option calculator for Windows featuring calculation of price, implied volatility and the Greeks, Cox-Ross-Rubinstein parametrisation, Jarrow-Rudd equal-probabilitiy parametrisation, Montecarlo/quasi-Montecarlo simulation on stock, currency, index and futures. Free Windows application, no source code.
  
  
• Peter Hoadley's Options Calculators - Written by Peter Hoadley as part of his Options Strategy Analysis tools. Online, with Excel add-in available for purchase, no source code, $$$
  
  
• Excel VBA Black-Scholes European Option Calculator - Written by us, with full source code. Free Excel Worksheet, with source code
  
  
• Option Calculators - Provided by Numa Financial Systems Ltd. Online, no download
  
  

Software :: Excel and VBA Programming & Help

• Anthony Sun's VBA Page - A popular site with dozens of VBA for Excel examples in finance available for downloading.
  
  
• The Spreadsheet Page - All about spreadsheets. The Excel section features tons of both users' and developers' tips. Site owner John Walkenbach is also authors of several Excel VBA books.
  
  
• Stephen Bullen's Excel Page - Numerous Excel utilities available for download, you might find something useful here.
  
  
• Pearson Software Consulting's Excel Page - Excel solution provider for business. Website contains some useful Excel tips and some specific to VBA programming.
  
  
• FinCalc: Financial Analytics & Risk Management Tools - FinCalc provides you with the tools to build advanced financial functions under Excel. It covers bonds, money market, futures, options and interest rate derivatives.