Software Mathematical Economics and Financial Mathematics Applications Math


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








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Software


See Also:
  • Micro Economy Model Software - Mathematic Economic Model for Teachers and Students of marketing and applications economics.
  • UnRisk - A software tool for the robust, accurate and fast pricing mathematical economics and financial mathematics of complicated financial derivatives. It has a C++ kernel, mathematical economics and financial mathematics but can be used under Mathematica.
  • Financial Numerical Recipes - Discussion of algorithms and C++ code for advanced mathematical economics and applications financial mathematics financial calculations by Bernt Arne Ødegaard.
  • QuantLib - A free/open-source library for quantitative finance, written in C++ and mathematical economics and financial mathematics exported to different languages such as Python, Ruby and Scheme.


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