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Mathematical Finance


  1. finmath-lib finmath-lib Public

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

    Java 473 166

  2. finmath-lib-automaticdifferentiation-extensions finmath-lib-automaticdifferentiation-extensions Public

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

    Java 17 9

  3. finmath-lib-cuda-extensions finmath-lib-cuda-extensions Public

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

    Java 9 5

  4. finmath-lib-plot-extensions finmath-lib-plot-extensions Public

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

    Java 1 4

  5. finmath-spreadsheets finmath-spreadsheets Public

    Spreadsheets using finmath-lib

    Java 9 7

  6. finmath-forward-initial-margin finmath-forward-initial-margin Public

    Java 5 11


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