Software for mathematical economics or financial mathematics.
Subcategories 3
Related categories 5
Sites 3
- QuantLib A free/open-source library for quantitative finance, written in C++ and exported to different languages such as Python, Ruby and Scheme.
- Financial Numerical Recipes Discussion of algorithms and C++ code for advanced financial calculations by Bernt Arne Ødegaard.
- 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.