Web Directory

» 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.unrisk.com/