Financial Numerical Recipes: Discussion of algorithms and C++ code for advanced financial calculations by Bernt Arne Ødegaard.
Micro Economy Model Software: Mathematic Economic Model for Teachers and Students of marketing and economics.
QuantLib: A free/open-source library for quantitative finance, written in C++ and exported to different languages such as Python, Ruby and Scheme.
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.