• SparseMatrix

  • Referenced in 725 articles [sw04629]
  • economic and financial modeling, theoretical and quantum chemistry, chemical process simulation, mathematics and statistics, power...
  • Mosek

  • Referenced in 493 articles [sw04618]
  • MOSEK is a tool for solving mathematical optimization problems. Some examples of problems MOSEK ... integer problems. Such problems occurs frequently in Financial applications e.g. portfolio management, Supply chain management...
  • GAUSS

  • Referenced in 119 articles [sw00322]
  • GAUSS Mathematical and Statistical System is a fast matrix programming language widely used by scientists ... engineers, statisticians, biometricians, econometricians, and financial analysts. Designed for computationally intensive tasks, the GAUSS system ... FORTRAN but finds that most statistical or mathematical “packages” are not flexible or powerful enough...
  • GloptiPoly

  • Referenced in 327 articles [sw04343]
  • developments and impact in various areas of mathematics such as algebra, Fourier analysis, functional analysis ... Many important applications in e.g. optimization, probability, financial economics and optimal control, can be viewed...
  • CreditRisk+

  • Referenced in 44 articles [sw31697]
  • contrasts with the mathematical techniques typically used in finance. In financial modelling one is usually...
  • UnRisk

  • Referenced in 3 articles [sw07399]
  • book serves as an introduction to financial mathematics with special emphasis on aspects relevant...
  • lifecontingencies

  • Referenced in 3 articles [sw24457]
  • package lifecontingencies: Financial and Actuarial Mathematics for Life Contingencies. Classes and methods that allow ... functions to easily perform demographic, financial and actuarial mathematics on life contingencies insurances calculations...
  • Analytical Finance Package

  • Referenced in 1 article [sw00043]
  • research area that includes financial mathematics, financial engineering, and financial and risk management software ... Mathematics and Physics at the Mälardalen University in 1999. The development of the pilot financial...
  • JMSL

  • Referenced in 1 article [sw13021]
  • Library is the broadest collection of mathematical, statistical, financial, data mining, and charting classes available ... that combines integrated charting with the reliable mathematical and statistical functionality of the industry-leading...
  • modelDown

  • Referenced in 3 articles [sw29413]
  • session. Work on this package was financially supported by the NCN Opus grant 2017/27/B/ST6/01307 ... Warsaw University of Technology, Faculty of Mathematics and Information Science...
  • GAMS Model

  • Referenced in 8 articles [sw21987]
  • interface. GAMS EMP Library - includes GAMS Extended Mathematical Programming (EMP) models that illustrate and test ... GAMS. FIN Library - includes GAMS practical financial optimization models described in the book Practical Financial...
  • JQuantLib

  • Referenced in 2 articles [sw20189]
  • provides “quants” and Java application developers several mathematical and statistical tools needed for the valuation ... shares, options, futures, swaps, and other financial instruments. JQuantLib is based on QuantLib, a well...
  • PG Calculator

  • Referenced in 0 articles [sw05571]
  • list of commonly used mathematical, physics, and chemical constants. Simple financial calculations are possible with...
  • ForMaRE

  • Referenced in 3 articles [sw08774]
  • economics. The ForMaRE project applies formal mathematical reasoning to economics. We seek to increase confidence ... have started to study matching and financial risk. In parallel to conducting research that connects...
  • Premia

  • Referenced in 1 article [sw21216]
  • financial institutions. The development of increasingly complex financial products requires the use of advanced stochastic ... Ponts ParisTech(CERMICS laboratory on applied mathematics and computing), and the University of Marne...
  • EpiLink

  • Referenced in 1 article [sw27890]
  • linkage program (EpiLink), which employs a simple mathematical approach. We describe the program and present ... efficient in terms of human and financial resources...
  • DataMelt

  • Referenced in 0 articles [sw15992]
  • DataMelt is a free mathematics software for scientists, engineers and students. It can be used ... natural sciences, engineering, modeling and analysis of financial markets. DMelt is a computational platform...
  • BARON

  • Referenced in 354 articles [sw00066]
  • BARON is a computational system for solving nonconvex...
  • CGAL

  • Referenced in 394 articles [sw00118]
  • The goal of the CGAL Open Source Project...