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Software for mathematical economics or financial mathematics.
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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.
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