Apress / practical-cpp20-financial-programmingLinks
Source Code for 'Practical C++20 Financial Programming' by Carlos Oliveira
☆26Updated 3 years ago
Alternatives and similar repositories for practical-cpp20-financial-programming
Users that are interested in practical-cpp20-financial-programming are comparing it to the libraries listed below
Sorting:
- Source Code for 'Options and Derivatives Programming in C++20' by Carlos Oliveira☆17Updated 4 years ago
- Source Code for Data Mining Algorithms in C++ by Timothy Masters☆36Updated 7 years ago
- Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA☆35Updated 8 years ago
- Source code for 'Assessing and Improving Prediction and Classification' by Timothy Masters☆19Updated 7 years ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆82Updated 6 years ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆59Updated 2 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆19Updated 7 years ago
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆183Updated 3 years ago
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Updated 9 years ago
- QuantLib ported to C++17 and with all Boost dependency removed☆75Updated 7 years ago
- Code repository of Learning Quantitative Finance with R by Packt☆46Updated 2 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆65Updated 5 years ago
- Tutorial for the book "Algorithmic Differentiation in Finance"☆16Updated 7 years ago
- Hands-on Deep Learning for Finance published by Packt.☆78Updated 2 years ago
- C++ Standard Template Library in Practice, published by [Packt]☆25Updated 2 years ago
- Docker images for QuantLib CI☆23Updated last year
- Source code for 'Practical C++ Financial Programming' by Carlos Oliveira☆27Updated 8 years ago
- Hands-On Functional Programming with C++, published by Packt☆51Updated 2 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- ☆15Updated 4 years ago
- C++ 20 (2a) New Features published by [Packt]☆15Updated 2 years ago
- ☆24Updated 4 years ago
- Machine Learning for Quantitative Finance☆24Updated 7 years ago
- AAD enabled and scripting included derivatives modeling.☆22Updated last week
- C++ implementation of options pricing models☆77Updated 7 years ago
- Price response function and spread impact analysis in correlated financial markets☆15Updated 6 months ago
- Derivatives pricing in modern C++.☆15Updated 2 years ago
- NYU Math-GA 2048: Scientific Computing in Finance☆107Updated 5 years ago
- Slides and Code for _Leveraging Modern C++ in Quantitative Finance_☆38Updated 5 years ago
- Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…☆23Updated 4 years ago