• BVPh

  • Referenced in 183 articles [sw06575]
  • researchers and postgraduates in applied mathematics, physics, nonlinear mechanics, finance and engineering...
  • Wolfram Demonstrations

  • Referenced in 39 articles [sw13598]
  • illuminate concepts in science, technology, mathematics, art, finance, and a remarkable range of other fields...
  • GloptiPoly

  • Referenced in 301 articles [sw04343]
  • developments and impact in various areas of mathematics such as algebra, Fourier analysis, functional analysis ... various fields such as optimization, probability, finance, control, signal processing, chemistry, cristallography, tomography, etc.The present...
  • CreditRisk+

  • Referenced in 43 articles [sw31697]
  • approach contrasts with the mathematical techniques typically used in finance. In financial modelling...
  • dcc

  • Referenced in 35 articles [sw07577]
  • adjoint code. The author covers the mathematical underpinnings as well as how to apply these ... computational science, engineering, and finance as well as applied mathematics and computer science. It will...
  • OptAn

  • Referenced in 4 articles [sw00655]
  • second - students major in mathematical economics, analytical finance, etc. The authors give a description...
  • NDSolve

  • Referenced in 5 articles [sw18630]
  • volatility. With Mathematica code. Newport Beach, CA: Finance Press (2000; Zbl 0937.91060)]. Through a collection ... results, it emphasizes the mathematical and computational aspects of finance for an audience in academia...
  • matrixcalc

  • Referenced in 7 articles [sw25016]
  • mathematics. This package is used for teaching and research purposes at the Department of Finance...
  • E&F Chaos

  • Referenced in 15 articles [sw00233]
  • nonlinear models, including applications in economics and finance, and is easy ... formulating challenging research questions for further mathematical analysis...
  • Analytical Finance Package

  • Referenced in 1 article [sw00043]
  • Java applets. Analytical Finance is a research area that includes financial mathematics, financial engineering ... software. The Analytical Finance group was created by the Department of Mathematics and Physics ... main research area of the Analytical Finance Group. The authors describe a project “Analytical Finance...
  • aRxiv

  • Referenced in 1 article [sw19335]
  • preprints for computer science, mathematics, physics, quantitative biology, quantitative finance, and statistics...
  • JQuantLib

  • Referenced in 2 articles [sw20189]
  • finance, written in 100% Java. It provides “quants” and Java application developers several mathematical ... well known open-source library for quantitative finance, written in C++. JQuantLib aims...
  • ADF95

  • Referenced in 6 articles [sw00017]
  • ADF95: Tool for automatic differentiation of a FORTRAN...
  • ADOL-C

  • Referenced in 242 articles [sw00019]
  • ADOL-C: Automatic Differentiation of C/C++. We present...
  • BPMPD

  • Referenced in 40 articles [sw00088]
  • BPMPD is a state-of-the-art implementation...
  • DEA

  • Referenced in 242 articles [sw00194]
  • Data Envelopment Analysis (DEA) is becoming an increasingly...
  • LANCELOT

  • Referenced in 302 articles [sw00500]
  • LANCELOT. A Fortran package for large-scale nonlinear...
  • LSQR

  • Referenced in 368 articles [sw00530]
  • Algorithm 583: LSQR: Sparse Linear Equations and Least...
  • Maple

  • Referenced in 5168 articles [sw00545]
  • The result of over 30 years of cutting...
  • Mathematica

  • Referenced in 6041 articles [sw00554]
  • Almost any workflow involves computing results, and that...