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Projects in Awesome Lists tagged with finmath-lib
A curated list of projects in awesome lists tagged with finmath-lib .
https://github.com/finmath/finmath-lib
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
finmath-lib java mathematical-modelling monte-carlo-simulation quantitative-finance simulation
Last synced: 27 Dec 2024
https://github.com/finmath/finmath-experiments
Experiments, demos and unit tests based on finmath lib.
Last synced: 07 Nov 2024
https://github.com/finmath/finmath-lib-automaticdifferentiation-extensions
Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).
aad automatic-differentiations finmath-lib
Last synced: 07 Nov 2024
https://github.com/finmath/finmath-smart-derivative-contract
Tools and analytics for smart derivative contracts.
finmath-lib mathematical-finance
Last synced: 07 Nov 2024
https://github.com/finmath/finmath-lib-cuda-extensions
Classes enabling finmath-lib to run its Monte-Carlo models on Cuda GPUs
Last synced: 23 Oct 2024
https://github.com/finmath/finmath-lib-plot-extensions
Convenient abstraction layer for different visualisation frameworks and demos of finmath lib
finmath-lib graphs plot-library
Last synced: 07 Nov 2024