Top: Science: Math: Applications: Mathematical_Economics_and_Financial_Mathematics: Software:
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See also:

  • Financial Numerical Recipes - Discussion of algorithms and C++ code for advanced financial calculations by Bernt Arne Ødegaard.
  • Micro Economy Model Software - Mathematic Economic Model for Teachers and Students of marketing and economics.
  • QuantLib - A free/open-source library for quantitative finance, written in C++ and exported to different languages such as Python, Ruby and Scheme.
  • UnRisk - A software tool for the robust, accurate and fast pricing of complicated financial derivatives. It has a C++ kernel, but can be used under Mathematica.