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.
   http://www.unriskderivatives.com/

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

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

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