Derivatives pricing in modern C++.
☆18Apr 15, 2026Updated 2 months ago
Alternatives and similar repositories for derivatives
Users that are interested in derivatives are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Simple mathematica documentation generator☆11Apr 13, 2019Updated 7 years ago
- ☆18Sep 30, 2021Updated 4 years ago
- Utilities for importing FEM meshes to Mathematica☆15Apr 20, 2021Updated 5 years ago
- A quick Mathematica tutorial☆13Apr 13, 2019Updated 7 years ago
- MongoLink is a package for interacting with MongoDB inside the Wolfram Language.☆18Jul 15, 2021Updated 4 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.
- Use the Finite Difference method to price European, American and Bermudan options.☆23Aug 5, 2020Updated 5 years ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆24Jan 30, 2019Updated 7 years ago
- AAD enabled and scripting included derivatives modeling.☆26Updated this week
- Wolfram Language interface to Rhino3D☆27Apr 16, 2019Updated 7 years ago
- Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…☆26Oct 11, 2020Updated 5 years ago
- A Mathematica Package for Cooperative Game Theory☆11Jun 6, 2024Updated 2 years ago
- Wolfram Language interface to the Gurobi numerical optimization library☆26Sep 10, 2021Updated 4 years ago
- ☆15Jun 29, 2026Updated last week
- Adds color to your Wolfram Language outputs in an ANSI capable terminal☆10Sep 19, 2019Updated 6 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.
- Additional features supporting paclets in Mathematica☆16Oct 3, 2017Updated 8 years ago
- A paclet server for Mathematica☆30Apr 2, 2021Updated 5 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 years ago
- Open source package for OpenCascadeLink, which is bundled with Wolfram Language products as of version 12.1☆35Apr 16, 2026Updated 2 months ago
- DevTools and styles for mathematica developers☆32Aug 19, 2020Updated 5 years ago
- JLink but for python: a link between Mathematica and python with efficient data transfer☆24Mar 19, 2019Updated 7 years ago
- ☆17Jun 24, 2026Updated 2 weeks ago
- A Wolfram Language XML-RPC Client for WordPress☆10Oct 29, 2018Updated 7 years ago
- ☆11Mar 16, 2022Updated 4 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.
- ☆17Jun 21, 2024Updated 2 years ago
- ☆16Dec 16, 2022Updated 3 years ago
- A description of the language syntax and associated data, examples, and nonexamples.☆19Dec 10, 2020Updated 5 years ago
- Package for interacting with Bio-Formats library in the Wolfram Language☆17Nov 29, 2022Updated 3 years ago
- Train a fiwGAN or ciwGAN model using your own training data☆15Oct 13, 2022Updated 3 years ago
- Fast vectorized comparison and Boolean operations in the Wolfram Language.☆17Aug 4, 2019Updated 6 years ago
- Implementation of generative semantic grammar.☆17Jun 2, 2022Updated 4 years ago
- High performance hybrid Monte Carlo simulation☆10Jun 29, 2026Updated last week
- Finite differentiation☆18Jan 12, 2026Updated 5 months 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.
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆36Feb 15, 2022Updated 4 years 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
- C++ wrappers for conveniently wrapping Wolfram LibraryLink code.☆41Apr 9, 2026Updated 2 months ago
- Compile Wolfram Language functions using GitHub Actions continuous integration☆25Jan 21, 2022Updated 4 years ago
- A crash handler for Qt based applications using gdb☆16Aug 20, 2021Updated 4 years ago
- ☆12Mar 17, 2025Updated last year
- Tutorial for the book "Algorithmic Differentiation in Finance"☆16Aug 6, 2017Updated 8 years ago