QuantLib is a cross-platform, quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. It is also wrapped as Python/Ruby/Scheme modules. Extensions for Excel, R, and Mathematica are available. Other such extensions are under consideration. QuantLib offers tools that are useful both for practical implementation and for advanced modeling. It features market conventions, yield curve models, solvers, PDEs, Monte Carlo (low-discrepancy included), exotic options, VAR, and so on.
Kew is a simple, embeddable, container-based, object-oriented programming language. Many of its features are inspired by Smalltalk and Scheme. Its syntax is similar to Smalltalk's, but it has the compact and modular design of Scheme, along with proper closures and continuations. There is also powerful exception handling and write-your-own containers, which allow you to produce sandboxes.
MzVim is the Vim editor with an embedded MzScheme interpreter. MzScheme is a lightweight, embeddable, scripting-friendly PLT Scheme implementation. It provides full access to Vim commands and registers, and to VimL built-in variables and functions, so there is no need to execute Vim statements in string literal form. It also features OS-independent threads and an event-handling mechanism which allows Scheme to be used for autocommands, keyboard mappings, and menus.
Nerd is an attempt to create a cross-platform scripting language that is based on Scheme and easy to embed, extend, and use. It's currently used in video game projects and is interpreted only. There are definite future plans to add a byte-code compiler and VM to it and to write proper documentation.