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Mathematical Economics and Financial Mathematics
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Software
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Open Directory - Science: Math: Applications: Mathematical Economics and Financial Mathematics: Software
Derivatives Software
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Science: Math: Software
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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.
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Last update: Monday, May 5, 2008 6:14:36 PM EDT -
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