black_scholes, a Python code which demonstrates several approaches to the valuation of a European call, by Desmond Higham.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
black_scholes is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
colored_noise, a Python code which generates samples of noise obeying a 1/f^alpha power law.
Desmond Higham