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 9 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
- Derivatives pricing in modern C++.☆18Apr 15, 2026Updated 5 months ago
- ☆23Sep 8, 2021Updated 5 years 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 2 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- Benchmark of expression templates libraries☆44Apr 30, 2020Updated 6 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 years ago
- ☆17Mar 16, 2024Updated 2 years ago
- Realized Volatility Forecasting modeling☆20May 5, 2017Updated 9 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- High performance hybrid Monte Carlo simulation☆10Sep 21, 2026Updated 3 weeks ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- Fully Flexible Probabilities for Stress-Testing and Portfolio Construction☆21Updated this week
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Final Project for FINM33150, University of Chicago, Regression Analysis and Quantitative Trading Strategies☆11Jul 7, 2021Updated 5 years ago
- Open source modules for VCV Rack☆12Mar 9, 2024Updated 2 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 3 years ago
- ☆11Mar 16, 2022Updated 4 years ago
- A Deribit Trading System using C++ utilizing WebSocket that performs the following actions: Place an order Cancel an order Modify an ord…☆12Oct 2, 2025Updated last year
- 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))☆13Jan 7, 2026Updated 9 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
- Interoperability definitions for Python binding frameworks☆17Aug 12, 2026Updated 2 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Python SDK for LUSID by FINBOURNE, a bi-temporal investment management data platform with portfolio accounting capabilities.☆11Updated this week
- 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 10 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆17Sep 12, 2020Updated 6 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Sep 12, 2026Updated last month
- DerivX Core Library☆21Sep 12, 2024Updated 2 years ago
- An implementation on R of the EWMA filter for volatility by RiskMetrics™ (JPMorgan & Reuters 1996)☆14Aug 7, 2016Updated 10 years ago
- High-performance C++ implementation of critical option pricing models: Black-Scholes, Binomial, Finite Difference, and Monte Carlo.☆18Mar 31, 2024Updated 2 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
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 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☆38Oct 1, 2025Updated last year
- ☆18Updated this week
- Collection of 3 quantitative finance projects in Python that uses algorithmic trading.☆19Jan 20, 2021Updated 5 years ago
- ☆13Mar 17, 2025Updated last year
- A Language Features library for Emacs Lisp☆13May 2, 2026Updated 5 months ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆15Feb 2, 2023Updated 3 years ago