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Home / Science / Math / Applications / Mathematical Economics and Financial Mathematics / Software
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Web Sites
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- Financial Numerical Recipes. - Discussion of algorithms and computer code for advanced financial calculations.
finance.bi.no/~bernt/gcc_prog/algoritms/algoritms/algoritms.html
- Mathtools.net - Technical computing portal. Numerous links to software. Site requires Javascript; free registration.
www.mathtools.net/Applications/Finance_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.
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.
www.unriskderivatives.com
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