Example source code, notes, and errata for _Learning Modern C++ for Finance_, by Daniel Hanson (O'Reilly)
☆47Jul 9, 2025Updated 10 months ago
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:
- FFmpeg DSL for creative coding☆63Mar 27, 2026Updated last month
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 years ago
- A limit order match engine and backend service with simple account management using RESTful API in Rust-lang.☆18Jan 3, 2023Updated 3 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 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
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Systematic Volatility Research and Backtesting for equity options☆27Apr 1, 2026Updated last month
- Aussie AI Base C++ Library is the source code repo for the book Generative AI in C++, along with various other AI/ML kernels.☆22Aug 30, 2024Updated last year
- Parallel C++: Efficient and Scalable High-Performance Parallel Programming☆22Aug 15, 2024Updated last year
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- ☆12May 2, 2024Updated 2 years ago
- ☆58Apr 22, 2024Updated 2 years ago
- Комплекс pg_expecto для статистического анализа производительности и нагрузочного тестирования СУБД PostgreSQL☆22May 6, 2026Updated 2 weeks ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- 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.
- Code examples on how to use KairosDB REST API through Python and requests module.☆12Jan 21, 2016Updated 10 years ago
- GARCH models estimated using autodiff.☆19Mar 14, 2026Updated 2 months ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆16Sep 12, 2020Updated 5 years ago
- A common repository for all my articles regarding Keycloak and Spring Boot☆13Jun 12, 2025Updated 11 months ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 2 months ago
- Microservices Design☆13Jan 4, 2023Updated 3 years ago
- Local semantic indexing and search for Emacs☆11Aug 23, 2025Updated 8 months ago
- An interpolatable Envelope type along with a generic 2D Point, useful for controlling parameters over time.☆13Jul 3, 2016Updated 9 years ago
- 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.
- Исходники для статьи на Хабре 'Абстрактный CRUD от репозитория до контроллера: что ещё можно сделать при помощи Spring + Generics'☆11Sep 24, 2018Updated 7 years ago
- Код, фигурирующий в докладе "Spring Data JPA. Эффективное тестирование"☆10Jul 13, 2022Updated 3 years ago
- Notebooks based on financial machine learning.☆60Jun 6, 2020Updated 5 years ago
- Public repository for code contained in the "Practical Java EE 7 Development using WildFly"☆16Nov 15, 2020Updated 5 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- A talk about what to watch out for when migrating from JPA to Spring Data JDBC☆17May 26, 2024Updated last year
- Generic Differential Evolution for Rust☆21Sep 12, 2016Updated 9 years ago
- Final Project for FINM33150, University of Chicago, Regression Analysis and Quantitative Trading Strategies☆11Jul 7, 2021Updated 4 years ago
- My final year project at the University of Strathclyde☆14Jan 26, 2023Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- DerivX Core Library☆20Sep 12, 2024Updated last year
- A Language Features library for Emacs Lisp☆13May 2, 2026Updated 2 weeks ago
- There is a question: how highly available will be such high available cluster? To research this was developed a test bed, which imitates …☆16Sep 25, 2020Updated 5 years ago
- ☆12May 15, 2024Updated 2 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))☆11Jan 7, 2026Updated 4 months ago
- Open source modules for VCV Rack☆11Mar 9, 2024Updated 2 years ago
- This is a PL/SQL package written by Anton Scheffer which allows us to export Excel XLSX files from an Oracle Database.☆14Nov 5, 2022Updated 3 years ago