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Photos of ACE Team

The Rutgers MSMF Team won the 2017 IAQF Competition

The ACE Team



Quantitative Finance Software on the Web


A Beginner's C++
About C/C++
C++ Computational Physics at Ohio State University
C++ Language Tutorial
C++ and Object Oriented Numeric Computing for Scientists and Engineers, C++ source code for text by Daoqi Yang, Springer, 2001
C/C++ Programming Reference
C++ Reference
C++ Standard Library - Tutorial and Reference: Examples (Nicolai Josuttis)
C++ Programs for use in Finance (Bernt Odegaard)
Codepedia C++ Programming Tutorial
Guillaume Caumon's Course on C++
Microsoft Visual Studio 2005 Rutgers affiliate download
Microsoft Visual C++ free download
Olivier Pironneau's C++ for numerical computing web course
Simple C Programs for Finance (Paul Feehan)
University of Strathclyde C Programming book
Wikipedia C
Wikipedia C++
Wikipedia External Links (web tutorials, ebooks)

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Excel and VBA Spreadsheet Quantitative Finance Models binomial tree technical information, links, and Excel spreadsheet models
Damodaran's NYU Excel spreadsheet models
Global Derivatives Excel spreadsheet models
John's Finance Excel spreadsheet models
Excel VBA spreadsheets for Advanced Modelling in Finance using Excel and VBA by Jackson & Staunton: spreadsheet Option1.xls (105 KB)
Kerry Back's Excel+VBA models for A Course in Derivative Securities
Course in Derivative Securities sheet (xls) & Paul Feehan's additions
Martin Haugh's Excel spreadsheet models for Columbia course Financial Engineering: Discrete-Time Asset Pricing
Steve Dunbar's binomial tree page for UNL course Stochastic Processes and Advanced Mathematical Finance
Wikipedia binomial tree technical information, links, and Excel spreadsheet models

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Excel and VBA (Visual Basic for Applications)

Anthony's Excel VBA (Macros) Tutorial
Anthony's Excel VBA (Macros) Tutorial
Excel Business Tool's Excel Links
Robert McDonald's An introduction to VBA in Excel
Utah State University VBA and Excel
Vertex42 Excel VBA Portal

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Excel Charts and 2D & 3D Graphs's What is the Excel Chart Wizard?
Internet4Classroom's Creating a Chart or Graph
Microsoft's How to use the Chart Wizard in Excel
University of Texas at Austin's Microsoft Excel Chart Guide

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Global Derivatives MATLAB models
MATLAB download and site license for faculty and staff use on Rutgers-owned computers
MATLAB Student Version with academic discount from Mathworks
Mathworks documentation
Source code for Numerical Methods in Finance and Economics: a MATLAB-based Introduction by Paolo Brandimarte
MATLAB weblinks
SIAM Matlab guide
Textbooks on MATLAB available from the Rutgers libraries or Amazon.
University of Florida tutorial
University of Utah brief guide

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Numerical Analysis and Quantitative Finance Libraries

GNU Compiler Collection
GNU Scientific Library
Math Tools
Network Theory - GSL for Microsoft Visual Studio
Numerical Recipes in C
Wilmott Forum: Heston model implementations

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Related Programming Software

Codepedia (C, C++, Visual Basic, and more ...)
Cygwin (complete Unix environment with emacs, gcc, and command shell)

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Document Preparation

OpenOffice Writer, Spreadsheet, and Presentation Software Suite free download (Windows/Mac/Linux) for Microsoft Office compatible software suite.

Technical Document Preparation with LaTeX

The teTeX package and Emacs editor are recommended for Linux systems, such as Fedora, the MikTeX package and WinEdt editor are recommended for Windows, and the OzTeX package is recommended for Mac. Many guides to LaTeX document preparation and samples are available:

AMS TeX Resources
LaTeX Project
University of Cambridge - Engineering Department
University of Oxford - Mathematical Institute
Wikipedia LaTeX Guide

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News & Announcements

The MSMF Program is now Accepting Applications for the Fall 2018 Semester

The deadline for international applications is Feb. 15, 2018 and domestic applications is March 1, 2018. Applications are reviewed on a rolling basis beginning December 1, 2017.

Introducing: MS in Mathematical Finance Merit Scholarships

Three scholarships will be awarded to Fall 2017 students who present outstanding mathematical talent as evidenced by coursework, exam scores & qualifying professional experience.

Scholarship recipients will be announced at the Fall 2017 Orientation.

Geometric Analysis Conference

The Geometric Analysis Conference will take place Tuesday-Friday, November 14-17, 2017. Please visit the Conference Website for more information.

Upcoming Events

Tue Oct 24 @11:40AM - 12:45PM
A Mean Field Competition
Fri Oct 27 @ 1:00PM - 02:30PM
Fri Nov 03 @ 1:00PM - 02:30PM
Ernest & Young
Tue Nov 07 @11:40AM - 12:45PM
To Be Announced
Fri Nov 10 @ 1:00PM - 02:30PM

Past Events

Fri Sep 22 @11:45AM - 04:00PM
Bloomberg Tour and Training
Fri Oct 06 @ 1:00PM - 02:30PM
Global Association of Risk Professionals (GARP)
Fri Oct 13 @10:00AM - 05:00PM
IAQF Student Career Fair (MSMF 2018 Grads ONLY)
Fri Oct 13 @ 1:00PM - 02:30PM
Kemnay Advisory Services
Tue Oct 17 @11:40AM - 12:45PM
Portfolios generated by optimal transport

Social Media

Contact Us


Mathematical Finance Master's Program

Department of Mathematics, Hill 348
Hill Center for Mathematical Sciences
Rutgers, The State University of New Jersey
110 Frelinghuysen Road
Piscataway, NJ 08854-8019

Email: finmath (at)
Phone: +1.848.445.3920
Fax: +1.732.445.5530