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SkFinance

pronunciation: (es-kay-finance)

SkFinance is a tutorial of a financial models and numerical methods organized into a library that is useful for many things in computational finance.

Mostly, this is a collection of interesting topics via clean code. This is not an applied library: there are impractical methods here, and performance could be improved by implementation in a faster runtime.

That being said, this is very useful for LEARNING computational financial methods and for having a quick implementation that can used on the JVM.

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A Collection of Computational Financial Methods implemented in Scala.

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