
SparseMatrix
 Referenced in 747 articles
[sw04629]
 economic and financial modeling, theoretical and quantum chemistry, chemical process simulation, mathematics and statistics, power...

Mosek
 Referenced in 513 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 120 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 329 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 45 articles
[sw31697]
 contrasts with the mathematical techniques typically used in finance. In financial modelling one is usually...

QuantGAN
 Referenced in 5 articles
[sw42448]
 central area of research in financial mathematics. As an alternative, we introduce Quant GANs...

UnRisk
 Referenced in 4 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...

MATLAB Financial Toolbox
 Referenced in 4 articles
[sw07147]
 Financial Toolbox™ provides functions for mathematical modeling and statistical analysis of financial data...

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 industryleading...

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 365 articles
[sw00066]
 BARON is a computational system for solving nonconvex...