Contents  > Science  > Math  > Applications  > Mathematical Economics and Financial Mathematics  > Software

See also:

• Business: Investing: Derivatives  (116)
• Business: Investing: Software  (242)
• Computers: Programming: Languages: Fortran: Source Code: Statistics and Econometrics  (112)
• Computers: Software: Spreadsheets: Excel: Add-Ins  (79)
• Science: Math: Software  (517)

Financial Numerical Recipes Discussion of algorithms and C++ code for advanced financial calculations by Bernt Arne ?degaard. http://finance.bi.no/~bernt/gcc_prog/recipes/recipes/

Micro Economy Model Software Mathematic Economic Model for Teachers and Students of marketing and economics. http://www.sysworks.com.ar/economics/index.htm

QuantLib A free/open-source library for quantitative finance, written in C++ and exported to different languages such as Python, Ruby and Scheme. http://quantlib.org/

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. http://www.unrisk.com/