Serving the Quantitative Finance Community

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by semanticum
March 4th, 2010, 7:08 am
Forum: Programming and Software Forum
Topic: scripting languages
Replies: 7
Views: 31698

scripting languages

- RAD (Rapid Application Development)- Prototyping- Customization- Automation- Adding user defined functions and other functionality- Workflow managementDominik
by semanticum
February 17th, 2010, 11:01 am
Forum: Book And Research Paper Forum
Topic: "Bible" for those who want to be an expert in Excel and Access VBA
Replies: 13
Views: 38387

"Bible" for those who want to be an expert in Excel and Access VBA

Professional Excel Development: The Definitive Guide to Developing Applications Using Microsoft Excel, VBA, and .NET (2nd Edition) by Rob Bovey, Dennis Wallentin, Stephen Bullen, John GreenAddison-WesleyISBN-10: 0321508793ISBN-13: 978-0321508799Professional Excel DevelopmentDominik
by semanticum
February 15th, 2010, 7:11 am
Forum: Book And Research Paper Forum
Topic: C++
Replies: 35
Views: 46687

C++

Cuchulainn,You are right: The section on Excel is very short. Your code snippet is helpful, thank you for sharing.Dominik
by semanticum
February 15th, 2010, 7:07 am
Forum: Programming and Software Forum
Topic: Function Improvements in Microsoft Excel 2010
Replies: 2
Views: 33238

Function Improvements in Microsoft Excel 2010

spursfan,Many thanks for your reply.I fully agree!Dominik
by semanticum
February 12th, 2010, 9:48 am
Forum: Book And Research Paper Forum
Topic: C++
Replies: 35
Views: 46687

C++

<t>I can highly recommend this brief introduction to C++ and interfacing with Excel: A brief introduction to C++ and Interfacing with ExcelWritten by:Andrew L. HazelSchool of Mathematics, The University of ManchesterIt is a short read (67 pages) and easy to understand. The next step could be this bo...
by semanticum
February 3rd, 2010, 11:09 am
Forum: Programming and Software Forum
Topic: Function Improvements in Microsoft Excel 2010
Replies: 2
Views: 33238

Function Improvements in Microsoft Excel 2010

<t>I would like to share some more links to articles and papers on Excel 2010 in addition to my previous post Programmability Improvements in Excel 2010 from last week.The function improvements are related to accuracy and the consistency of the function library. This article provides a short overvie...
by semanticum
January 28th, 2010, 6:51 pm
Forum: Programming and Software Forum
Topic: Programmability Improvements in Excel 2010
Replies: 0
Views: 32165

Programmability Improvements in Excel 2010

<t>This is an article posted on the official blog of the Microsoft Excel product team:Programmability Improvements in Excel 2010Covered in this article:- Asynchronous UDFs (user-defined functions)- Running UDFs remotely on an HPC (high-performance computing) cluster- Migrating Excel 4 Macros to VBA-...
by semanticum
January 19th, 2010, 10:46 am
Forum: Programming and Software Forum
Topic: Scientific workflow tools in quantitative finance
Replies: 23
Views: 41785

Scientific workflow tools in quantitative finance

<t>I have just found another tool: KNIME (Konstanz Information Miner)From the website:QuoteThe user-friendly and comprehensive open-source data integration, processing, analysis, and exploration platform.IntroductionIt is Eclipse/Java based and has plugins for Jython and R. Further, it can read from...
by semanticum
November 7th, 2009, 1:43 pm
Forum: Programming and Software Forum
Topic: .net numerical package needed
Replies: 10
Views: 34794

.net numerical package needed

Maybe ILNumerics?ILNumerics Homepage
by semanticum
October 23rd, 2009, 11:01 am
Forum: Programming and Software Forum
Topic: Scientific workflow tools in quantitative finance
Replies: 23
Views: 41785

Scientific workflow tools in quantitative finance

<t>You could take a look at Proto:Proto WebsiteIt is not really what you are looking for but it may have some elements of your request:- Workflow management- Multiple data sources (databases, Excel, csv files, web services, Bloomberg)- Graphical output (Dashboards)- Scripting with MS VBA (same IDE l...
by semanticum
September 16th, 2009, 9:25 am
Forum: Programming and Software Forum
Topic: GPGPU - CUDA, OpenCL - New Core Competence for Quants?
Replies: 26
Views: 44757

GPGPU - CUDA, OpenCL - New Core Competence for Quants?

Dominic,Many thanks for your reply."So I agree that if you are looking at "what to learn next" GPGPU is a good call, but not yet a core competence."I keep the GPGPU stuff on my radar as I am sure it will get bigger more important in 2010/11. Dominik
by semanticum
September 12th, 2009, 4:51 am
Forum: Programming and Software Forum
Topic: GPGPU - CUDA, OpenCL - New Core Competence for Quants?
Replies: 26
Views: 44757

GPGPU - CUDA, OpenCL - New Core Competence for Quants?

<t>This thread re-factoring for GPUand other discussions are indicators that GPGPU (CUDA, OpenCL etc.) has to be a core competence for quants soon. With 'soon' I mean within two to three years. Books on financial engineering and programming will be extended with chapters explaining how to implement ...
by semanticum
September 7th, 2009, 7:07 pm
Forum: Programming and Software Forum
Topic: re-factoring for GPU
Replies: 105
Views: 53869

re-factoring for GPU

Here is the link to the mentioned paper:Differential Equations for Monte Carlo Recycling and a GPU-Optimized Normal Quantile
by semanticum
August 27th, 2009, 7:04 am
Forum: Programming and Software Forum
Topic: open source LMM in Java
Replies: 5
Views: 37406

open source LMM in Java

You could have a look here:Project MartingaleAnd the related Java Docs:JavadocAnd maybe this one:finmath lib documentation Simple Libor Market Model I don't know these libraries well and therefore can't say how good the implementation and design is.
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