https://github.com/sdediego/quantitative-finance
Quantitative and computational finance library
https://github.com/sdediego/quantitative-finance
black-scholes derivatives finance financial-models monte-carlo options pricing quantitative-finance simulation yield-curve
Last synced: about 1 month ago
JSON representation
Quantitative and computational finance library
- Host: GitHub
- URL: https://github.com/sdediego/quantitative-finance
- Owner: sdediego
- License: bsd-3-clause
- Created: 2017-05-26T20:30:04.000Z (almost 8 years ago)
- Default Branch: master
- Last Pushed: 2017-09-26T16:09:21.000Z (over 7 years ago)
- Last Synced: 2025-01-23T10:23:33.003Z (3 months ago)
- Topics: black-scholes, derivatives, finance, financial-models, monte-carlo, options, pricing, quantitative-finance, simulation, yield-curve
- Language: Matlab
- Homepage:
- Size: 51.8 KB
- Stars: 2
- Watchers: 1
- Forks: 4
- Open Issues: 0