• Java Updated Jan 20, 2018
  • Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).

    Java 5 3 Updated Jan 5, 2018
  • Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

    Java 99 51 Apache-2.0 Updated Jan 4, 2018
  • Classes enabling finmath-lib to run its Monte-Carlo models on Cuda GPUs

    Java 2 1 Apache-2.0 Updated Jul 8, 2017
  • Experiments, demos and unit tests based on finmath lib.

    Java 7 7 Apache-2.0 Updated Jun 22, 2017
  • Spreadsheets using finmath-lib

    Java 2 1 Updated Jul 27, 2016
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