C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
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Updated
Jun 6, 2024 - C++
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
Design and manage your own exotic financial derivatives contracts.
C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators
Financial Derivatives Calculator with 168+ Models (Options Calculator)
financial derivatives
An application used to price financial derivatives (options) via Black-Scholes and divided difference formulae. This application uses Policy-Based design and Template Metaprogramming.
Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing
Contagion effect in a financial network of banking institutions
SYS 4581 Financial Engineering Semester Project
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