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.
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.
Micro Economy Model Software - http://www.sysworks.com.ar/economics/index.htm Mathematic Economic Model for Teachers and Students of marketing and economics.
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.
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