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 9 years ago
- ☆12Sep 11, 2023Updated 3 years ago
- ☆19Sep 30, 2021Updated 5 years ago
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆45May 22, 2024Updated 2 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- 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☆47May 16, 2018Updated 8 years ago
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 5 years ago
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Mar 17, 2016Updated 10 years ago
- Real-Time US Treasury Yields and Prices; Bond analyses and options functions including all the 'Greeks' (R Package)☆12Feb 29, 2016Updated 10 years ago
- 深度学习软硬件配置（小白向）☆42Nov 24, 2025Updated 10 months ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆149Oct 5, 2022Updated 4 years ago
- 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
- Vitalize: A low-level Julia package for interactive visualizations in the browser.☆15Aug 8, 2018Updated 8 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Quantile Local Projections☆12Aug 8, 2022Updated 4 years ago
- SWORD: A Whole Program Race Detector for Java☆13Jan 30, 2021Updated 5 years ago
- Tiger Compiler implemented in F#☆11Sep 25, 2026Updated 2 weeks ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆264Feb 5, 2025Updated last year
- A quantitative tool that selects stocks through a large model semantic filtering and completes A-share strategy backtesting and strategy …☆13Aug 19, 2024Updated 2 years ago
- TradingSimulation is a modular framework designed for back-testing trading strategies.☆10May 19, 2015Updated 11 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
- ☆11Aug 17, 2012Updated 14 years ago
- DrScala - A doctor for your code☆17Mar 17, 2014Updated 12 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- ☆11Oct 29, 2022Updated 3 years ago
- Modelo Latex (GAMBIARRA) de Tese PPGCC - UFMG☆10Jan 24, 2022Updated 4 years ago
- Functional algorithms - definitions and implementations☆16Oct 17, 2025Updated 11 months ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆57Jul 9, 2026Updated 3 months ago
- A Scala encapsulation of the Interactive Broker's Java API☆16Apr 17, 2014Updated 12 years ago
- Neural network local volatility with dupire formula☆80Jun 15, 2021Updated 5 years ago
- a Julia wrapper of Python's lale automl package☆18Oct 11, 2021Updated 4 years ago
- Cash flow and analytics engine for mortgage-backed securities (MBS)☆13Apr 5, 2022Updated 4 years ago
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- 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.
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆69Mar 10, 2023Updated 3 years ago
- This is the official repository of the paper Top-N Recommendation Algorithms: A Quest for the State of the Art☆10Apr 5, 2022Updated 4 years ago
- Forward- and Reverse-Mode Automatic Differentiation for Scala☆21Apr 30, 2011Updated 15 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆94Feb 25, 2024Updated 2 years ago
- Simple starter CMake project that uses NVBench.☆15May 6, 2025Updated last year
- ☆34Dec 17, 2018Updated 7 years ago
- Big C++ Book by Cay S. Horstmann, 2nd Edition, Solutions of problems and Exercises☆19Jul 11, 2018Updated 8 years ago