Experiments and demos based on finmath lib.
You will find several project in the repository.
Java library providing implementations of methodologies related to mathematical finance, but applicable to other fields (e.g., the Monte-Carlo simulation of SDEs and the estimation of conditional expectations in Monte-Carlo).
A collection of spreadsheets building upon finmath lib and providing end user solutions (e.g, interest rate curve calibration or calibration of a forward rate model, aka LIBOR market model).
Small experiments, illustrating some aspects of mathematical finance. Also illustrates how to use the finmath lib.
- finmath lib API documentation
provides the documentation of the library api.
- finmath.net special topics
cover some selected topics with demo spreadsheets and uml diagrams. Some topics come with additional documentations (technical papers).
The code of "finmath lib" and "finmath experiments" (packages
net.finmath.*) are distributed under the Apache License version
2.0, unless otherwise explicitly stated.