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Organizations

@finmath

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

    Java

  3. HelloWorld

    Java

  4. mafinlib

    Java

  5. CBIMultiCurve

    Multi Curve Models based on CBI Processes

    Java

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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