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.unriskderivatives.com/