Pinned repositories

  1. finmath-lib

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

    Java 150 71

  2. finmath-lib-automaticdifferentiation-extensions

    Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).

    Java 7 5

  3. finmath-lib-cuda-extensions

    Classes enabling finmath-lib to run its Monte-Carlo models on Cuda GPUs

    Java 3 1

  4. finmath-lib-plot-extensions

    Convenient abstraction layer for different visualisation frameworks and demos of finmath lib


  5. finmath-spreadsheets

    Spreadsheets using finmath-lib

    Java 2 2