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finmath.net

Mathematical Finance

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

    Java 283 121

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

    Java 9 7

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

    Java 8 4

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

    Java 2

  5. Spreadsheets using finmath-lib

    Java 4 6

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