an uncomplete list of useful resources for quantitative modeling …

In the following I present various resources which attracted my attention with respect to the wide field of financial modeling. The topics are covering a broad range of applications concerning implementation of models, source code and programming, numerical methods and more.

books

Using and learning from dedicated books is always a good idea to gain insights to a specific subject. In the financial world, like in many other areas, there exists an overwhelming amount of book titles, which makes it difficult to chose the right ones.

Luckily, there are resources, which help to pick up some appropriate ones. Thus, I will simply refer to my favourite ones. One is an excellent and exhaustive list of user-reviewed books proven to be useful for aspiring quants

and the other one is

forums

Another very useful source of information are forums. For my part, I am regularly enjoying the following websites (in no particular order)

Excel and VBA

Excel is undoubtly the ubiquitous tool in the world of finance. Having a working knowledge of this tool together with VBA, which is an important application on its own, is an essential skill set. Besides the recommendations given in the reading list above, here are some selective links providing code snippets, tutorials or other useful information

C/C++

Besides ‘the usual suspects’ from Mark Joshi and Daniel Duffy, which are both excellent sources on the topic, there are numerous online resources that might be useful

coding and models

Online resources for C++, VBA and other programming languages with respect to derivatives pricing and numerical methods

mathematical finance portals and paper repositories

A number of web sites dedicated to mathematical finance topics and working paper depositories

interfacing with Excel

A very important issue in day-to-day work for “quantish” oriented people is interfacing with Excel