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Topic: Science / Math / Applications / Mathematical Economics and Financial Mathematics / Software

Subtopics of "Software"

Derivatives Software     Math Software

Options Software     Risk Management

Related topics:

Derivatives (Investing)      Statistics and Econometrics (Source Code)

Investing (Business)      Add-Ins (Excel)

Software (Math)      Companies (Software)

Web pages on "Software":

Financial Numerical Recipes
Discussion of algorithms and C++ code for advanced financial calculations by Bernt Arne Ødegaard.
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.unriskderivatives.com/

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