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 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..