Mathematica Resources

Examples

QuantLib for Mathematica

Estimating Forward Curves: A First Expedition into the World of Electricity Prices

Running Mathematica in a batch environment

Using Quasi Monte-Carlo methods in Mathematica

Using ListConvolve for derivative pricing

Connecting Mathematica to a C++ class library: Examples from finance

Reading calendar dates into Mathematica

Taming Cox-Ross-Rubinstein trees

Connecting Mathematica to Microsoft Excel (Zip-file to download)