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Popular repositories

  1. finmath-lib

    Forked from finmath/finmath-lib

    Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

    Java 1

  2. matrix-functions

    Matrix exponential and logarithm for complex matrices


  3. HelloWorld


  4. mafinlib


  5. CBIMultiCurve

    Multi Curve Models based on CBI Processes


14 contributions in the last year

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Contribution activity

August - September 2018

AlessandroGnoatto has no activity yet for this period.

July 2018

Created a pull request in finmath/finmath-lib that received 1 comment

Finmath fourier methods

What is this PR for? Introducing Fourier-based calibration in Finmath. What type of PR is it? New Feature. Todos Add more models and pricers. What …

+1,421 −0 1 comment

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