Directory of Software Resources

Home > Science > Math > Applications > Mathematical Economics and Financial Mathematics > Software

Software for mathematical economics or financial mathematics.

Subcategories

• Derivatives Software
• Options Software
• Risk Management

Resources in This Category

• Financial Numerical Recipes

  http://finance.bi.no/~bernt/gcc_prog/recipes/recipes/
  Discussion of algorithms and C++ code for advanced financial calculations by Bernt Arne Ødegaard.

• QuantLib

  http://quantlib.org/
  A free/open-source library for quantitative finance, written in C++ and exported to different languages such as Python, Ruby and Scheme.

• UnRisk

  http://www.unrisk.com/
  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.

Related Categories

• Home > Business > Investing > Derivatives
• Home > Business > Investing > Software
• Home > Computers > Programming > Languages > Fortran > Source Code > Statistics and Econometrics
• Home > Computers > Software > Spreadsheets > Excel > Add-Ins
• Home > Science > Math > Software

 

Home > Science > Math > Applications > Mathematical Economics and Financial Mathematics > Software

 

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