Popular repositories Loading

1. ib-ruby ib-ruby Public

   Forked from ib-ruby/ib-ruby

   Ruby interface to Interactive Brokers' TWS API

   Java 7 2

2. heston-opencl-monte-carlo heston-opencl-monte-carlo Public

   OpenCL application to price European Options under Heston's Stochastic Volatility Model using Monte Carlo simulation

   7 4

3. fractional_brownian_motion_monte_carlo_pricing fractional_brownian_motion_monte_carlo_pricing Public

   A program to simulate asset paths using various models encorporating fractional brownian motion. Will give expected price, as well as some derrivative pricing.

   C 5 6

4. colour colour Public

   A collection of common colours, and algorithms based on colour theory to generate more colours.

   Ruby 3