finmath-lib

There are 8 repositories under finmath-lib topic.

finmath/finmath-lib
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Language:Java495 45 33169
finmath/finmath-experiments
Experiments, demos and unit tests based on finmath lib.
Language:Java18 9 012
finmath/finmath-lib-automaticdifferentiation-extensions
Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).
Language:Java17 5 09
finmath/finmath-smart-derivative-contract
Tools and analytics for smart derivative contracts.
Language:Java11 5 06
finmath/finmath-lib-cuda-extensions
Classes enabling finmath-lib to run its Monte-Carlo models on Cuda GPUs
Language:Java9 3 05
finmath/finmath-forward-initial-margin
Language:Java5 5 010
kir4che/stock-light-website
Language:JavaScript3 0 12
finmath/finmath-lib-plot-extensions
Convenient abstraction layer for different visualisation frameworks and demos of finmath lib
Language:Java1 8 04