Working on the Math & Quant Libraries and at the same time trying to finish the HBA program was a daunting task. I am very grateful to all of the advice, support, help, and encouragement I received.

I want to thank Professor Greg Zaric for he introduced me to the field of Management Science and broadened my view on quantitative analysis. His teaching really triggered my research interests in data visualization. He offered me valuable insights and timely feedback that helped me stay in the right direction. I would like to thank Dr. Emmanuel Derman for his papers on quantitative strategies. I especially would like to thank Dr. Leonardo Volpi to share his documents, notes, and codes. Without the Fox Team, the Math libraries would not be possibly done as I will probably still be pondering upon where to start.

I hope you have found the quant libraries useful, and that it has solved some problems for you, and maybe even inspired you to learn a little bit more on Quantitative Finance. I believe these libraries provide an excellent foundation for understanding the computational intricacies involved in financial modeling. If you want to learn more about quantitative finance, the easiest way is to do what I did: practice and visit Wilmott.com & NuclearPhynance.com.

Last but not least, many thanks to the following people to provide something valuable to the internet community:

Abramowitz and Stegun
ALGLIB
Axalom
Ben Van Vliet
Bernt Arne Ødegaard
Bramaan.com
C(omp)++ A Portal for the Computational Finance Community
Calculator Lookback, floating strike Option – SITMO
Econometrics with Microsoft Excel
Emanuel Derman – Writings on Quantitative Finance
Espen Haug
Excel Templates, Excel Training, Excel Add-ins, Software & Consultancy
Fortran
FreeVBCode
GAMS Guide to Available Mathematical Software
Glasserman papers
Graeme West
GSL – GNU Scientific Library – GNU Project
Investment Performance Analysis & Risk Management
Jim Gatheral
John Hull’s Web Site – Papers Available for Download
MathWorld The Web’s Most Extensive Mathematics Resource
Numerical Recipes in C
Pearson Software Consulting
Peltier Technical Services, Inc.
QuantCode
QuantLib a freeopen-source library for quantitative finance
QUARCHome
Software per Calcolo Numerico
Stephen C. Lawrence
VBnet™ Visual Basic Developers Resource Centre
Welcome to Datasim Education BV
Wilmott Serving The Quantitative Finance Community File Share

Rafael Nicolas Fermin Cota