For those interested in .NET mathematical libraries

[Tsotne]

http://www.componentsource.com/products/nmath-suite/index.html

http://www.extremeoptimization.com/

http://www.centerspace.net/blog/tag/net-math-library/

http://www.cdrnet.net/projects/nmath/ interesting as well

You know I've been searching and evaluating many of them since I wanna create my version of such library including Linear algebra, calculus and statistics(with copulas) for beginning. You'll get interesting insights and ideas if you are interested as well. All of them seem to be more or less similarly constructed in structural point of view.

 

[Tsotne]

http://finance.bi.no/~bernt/gcc_prog/recipes/recipes/node1.html //QF functions

http://sourceforge.net/projects/quantlib/files/QuantLib/

http://quantlib.org/install/vc9.shtml //installation guide

These ones for C++

Came across with very interesting sites :

http://windale.com/index.php3

http://www.optiontradingtips.com/pricing/free-spreadsheet.html //for quick review and useful 2 materials (above links).

 

[Tsotne]

JAVA:

http://www.javaquant.net/downloads.html

http://www.jquantlib.org/index.php/Download

http://mac.softpedia.com/progDownload/JQuantLib-Download-53399.html

Will be searching for other open source codes as well.