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idmoz Science Math Applications Mathematical Economics and Financial Mathematics Software

Software Websites

Software for mathematical economics or financial mathematics.- Category ID : 424949
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QuantLib
A free/open-source library for quantitative finance, written in C++ and exported to different languages such as Python, Ruby and Scheme.
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Financial Numerical Recipes
Discussion of algorithms and C++ code for advanced financial calculations by Bernt Arne Ødegaard.
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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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