This site offers some resources in the realm of "Mathematical Finance".
The material is related to (but not tied to) the book "Mathematical Finance: Theory, Modeling, Implementation".

Contents

Laboratory

Explore mathematical finance interactively.

• finmath applets: Java Applets.
• finmath spreadsheets: Excel Spreadsheets.

Code

Tutorial source code. Create your your own pricing code based on existing code. Explore, extend, contribute if you like.

• net.finmath.* Java Library: Repository and Documentation
  

Documentation

The documentation page lists references to the theoretical background and links to the API documentation.