Software

Financial Numerical Recipes - Discussion of algorithms and C++ code for advanced financial calculations by Bernt Arne Ødegaard.
finance.bi.no/~bernt/gcc_prog/recipes/recipes/

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

QuantLib - A free/open-source library for quantitative finance, written in C++ and exported to different languages such as Python, Ruby and Scheme.
quantlib.org/

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.
www.unrisk.com/