A .NET library that provides fast, accurate and automatic differentiation (computes derivative / gradient) of mathematical functions.
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Updated
Mar 27, 2023 - C#
A .NET library that provides fast, accurate and automatic differentiation (computes derivative / gradient) of mathematical functions.
Mathematics.NET is a C# class library that provides tools for solving mathematical problems.
Interest Rate Derivatives pricing library for my master's thesis in Economics af the department of Economics, University of Copenhagen.
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