Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley, 2021)
☆26Oct 11, 2020Updated 5 years ago
Alternatives and similar repositories for Scripting
Users that are interested in Scripting are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Tutorial for the book "Algorithmic Differentiation in Finance"☆16Aug 6, 2017Updated 8 years ago
- Exporting C++ code to Excel : a quick and painless tutorial by Antoine Savine☆21Aug 24, 2022Updated 3 years ago
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆198Sep 10, 2021Updated 4 years ago
- AAD enabled and scripting included derivatives modeling.☆25Updated this week
- High performance hybrid Monte Carlo simulation☆10Updated this week
- 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.
- Derivatives pricing in modern C++.☆18Apr 15, 2026Updated last month
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆44May 22, 2024Updated 2 years ago
- ☆18Sep 30, 2021Updated 4 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆24Mar 26, 2021Updated 5 years ago
- Model Calibration with Neural Networks☆48May 16, 2018Updated 8 years ago
- QuantLib with adjoint algorithmic differentiation (AAD)☆50Mar 17, 2016Updated 10 years ago
- 深度学习软硬件配置（小白向）☆40Nov 24, 2025Updated 6 months ago
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 4 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.
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆69Dec 20, 2019Updated 6 years ago
- Lock-free (Non-blocking) Data Structures in Java☆13Dec 30, 2015Updated 10 years ago
- A quantitative tool that selects stocks through a large model semantic filtering and completes A-share strategy backtesting and strategy …☆13Aug 19, 2024Updated last year
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆148Oct 5, 2022Updated 3 years ago
- SWORD: A Whole Program Race Detector for Java☆13Jan 30, 2021Updated 5 years ago
- Vitalize: A low-level Julia package for interactive visualizations in the browser.☆15Aug 8, 2018Updated 7 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆258Feb 5, 2025Updated last year
- Tiger Compiler implemented in F#☆11Jul 11, 2021Updated 4 years ago
- QuantMinds Rough Volatility Workshop lectures☆71Sep 6, 2025Updated 9 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.
- Quantlib是一个个人维护、使用的量化模块，主要用于金融数据的获取、清洗、变换和分析等功能。☆23May 8, 2018Updated 8 years ago
- ☆13Apr 16, 2021Updated 5 years ago
- TradingSimulation is a modular framework designed for back-testing trading strategies.☆10May 19, 2015Updated 11 years ago
- Introduction to Structural VAR models☆13Feb 21, 2020Updated 6 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆10Nov 30, 2022Updated 3 years ago
- FastAD is a C++ implementation of automatic differentiation both forward and reverse mode.☆120Sep 27, 2023Updated 2 years ago
- ☆12Mar 17, 2025Updated last year
- ☆11Oct 29, 2022Updated 3 years ago
- Functional algorithms - definitions and implementations☆16Oct 17, 2025Updated 7 months 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.
- Modelo Latex (GAMBIARRA) de Tese PPGCC - UFMG☆10Jan 24, 2022Updated 4 years ago
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- Neural network local volatility with dupire formula☆81Jun 15, 2021Updated 4 years ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆54Apr 30, 2026Updated last month
- Python SDK for LUSID by FINBOURNE, a bi-temporal investment management data platform with portfolio accounting capabilities.☆10May 30, 2026Updated last week
- Eval library and patched Scala-3/Dotty compiler. Evaluating source code and trees at compile time hacking multi-staging programming☆20Nov 2, 2022Updated 3 years ago
- Simple starter CMake project that uses NVBench.☆15May 6, 2025Updated last year