Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
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Oct 24, 2024 - Java
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finmath-lib
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Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).
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Oct 19, 2018 - Java
Tools and analytics for smart derivative contracts.
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Nov 21, 2024 - Java
Classes enabling finmath-lib to run its Monte-Carlo models on Cuda GPUs
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Oct 3, 2024 - Java
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Jun 24, 2024 - Java
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Apr 3, 2024 - JavaScript
Convenient abstraction layer for different visualisation frameworks and demos of finmath lib
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Nov 25, 2023 - Java
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