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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.

demo 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

cuda finmath-lib gpu

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