Example source code, notes, and errata for _Learning Modern C++ for Finance_, by Daniel Hanson (O'Reilly)
☆52Jul 9, 2025Updated last year
Alternatives and similar repositories for LearningModCppFinance
Users that are interested in LearningModCppFinance are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆16Jan 11, 2026Updated 7 months ago
- This repository documents my notes on options learning, covering options basics, strategy development and literature I hope it can help y…☆18Mar 25, 2024Updated 2 years ago
- ☆31Jul 8, 2025Updated last year
- Derivatives pricing in modern C++.☆18Apr 15, 2026Updated 4 months ago
- A C++ stock analysis tool that fetches real-time stock market data and calculates technical indicators (SMA, RSI, Bollinger Bands) to pro…☆16Oct 7, 2024Updated last year
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- ☆16Mar 16, 2024Updated 2 years ago
- This repository provides a Python Notebook and resources for calibrating the parameters of the Heston model using observed Call Option pr…☆12Sep 17, 2024Updated last year
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- High performance hybrid Monte Carlo simulation☆10Aug 23, 2026Updated last week
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- Fully Flexible Probabilities for Stress-Testing and Portfolio Construction☆20Updated this week
- ☆19Updated this week
- Final Project for FINM33150, University of Chicago, Regression Analysis and Quantitative Trading Strategies☆11Jul 7, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Open source modules for VCV Rack☆11Mar 9, 2024Updated 2 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- ☆11Mar 16, 2022Updated 4 years ago
- 抢课脚本！(其实是一个自动请求发送管理器 理论适配所有方正教学管理平台(以及其他相似原理的平台))☆12Jan 7, 2026Updated 7 months ago
- Local semantic indexing and search for Emacs☆11Aug 23, 2025Updated last year
- Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.☆19Apr 28, 2024Updated 2 years ago
- An interpolatable Envelope type along with a generic 2D Point, useful for controlling parameters over time.☆12Jul 3, 2016Updated 10 years ago
- Generic Differential Evolution for Rust☆21Sep 12, 2016Updated 9 years ago
- Example of Rust API for Machine Learning☆19Sep 11, 2021Updated 4 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Source Code for 'Practical C++ Design, 2nd Edition' by Adam B. Singer☆30Dec 11, 2021Updated 4 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆11Mar 18, 2026Updated 5 months ago
- Recent papers on Graph Neural Networks-based Recommender System.☆12Aug 21, 2023Updated 3 years ago
- Aussie AI Base C++ Library is the source code repo for the book Generative AI in C++, along with various other AI/ML kernels.☆26Aug 30, 2024Updated 2 years ago
- 一个vibe coding的突发奇想 实现内存zerocopy的跨语言多进程交换☆37Oct 1, 2025Updated 11 months ago
- A collection of basic Rust projects for learning the language.☆11Oct 20, 2023Updated 2 years ago
- Info-ZIP unzip utility☆16Mar 6, 2013Updated 13 years ago
- An example of using Octave on mybinder.org☆15Apr 25, 2025Updated last year
- ☆13Mar 17, 2025Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A Language Features library for Emacs Lisp☆13May 2, 2026Updated 4 months ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆16Nov 24, 2023Updated 2 years ago
- parallax effect in C and raylib☆21Mar 10, 2026Updated 5 months ago
- ☆13Jul 1, 2021Updated 5 years ago
- Some C code I wrote while learning the Lua C API☆11May 16, 2024Updated 2 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- Free and open-source (GPL3+) VCVrack modules made by Allieway Audio☆11Sep 2, 2024Updated 2 years ago