Numerical Methods in Finance
☆19Jun 8, 2018Updated 7 years ago
Alternatives and similar repositories for numerical-finance
Users that are interested in numerical-finance are comparing it to the libraries listed below
Sorting:
- Robust deep hedging and Non-linear generalized affine processes☆14Mar 7, 2025Updated 11 months ago
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆12May 13, 2020Updated 5 years ago
- Price options analytically given stock price characteristic function☆16Nov 4, 2015Updated 10 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆20Jul 4, 2018Updated 7 years ago
- Create and deploy virtual-experiments - co-processing computational workflows☆10Jan 28, 2026Updated last month
- Memory Topology for GPUs☆17Feb 13, 2026Updated 3 weeks ago
- PARADIS, a lightweight and flexible weather forecast model that tries to Keep It Simple.☆26Feb 4, 2026Updated last month
- ☆10Jan 3, 2025Updated last year
- interfacing a Teensy with a TCD1304 linear CCD☆13May 2, 2020Updated 5 years ago
- ext_mpi_collectives☆11Apr 1, 2025Updated 11 months ago
- EPOCH Input System Version 2☆10Jun 5, 2020Updated 5 years ago
- The Color TFT Touchscreen Power / SWR meter repository. Here you will find schematics, Gerbers and Kicad project files to the Color TFT …☆11Mar 10, 2025Updated 11 months ago
- Tools for interfacing with the MetaShunt power profiling tool☆13Feb 3, 2026Updated last month
- 2D time-domain isotropic (visco)elastic FD modeling and full waveform inversion (FWI) code for SH-waves☆13Aug 9, 2020Updated 5 years ago
- How to build an ACP compliant agent that uses MCP as well!☆11May 6, 2025Updated 10 months ago
- ☆11Feb 27, 2024Updated 2 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- ESP32 based Lock with 4 Access levels Security Interfacings☆11Jan 7, 2023Updated 3 years ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆49Oct 29, 2025Updated 4 months ago
- A Arduino controled Dc load for PSU testing, battery characterization etc..☆10Aug 5, 2023Updated 2 years ago
- Tools for automated grading of python assignments.☆10Jul 6, 2019Updated 6 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Logger for ESP32 for debugging C++-code☆11Nov 19, 2023Updated 2 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- The project is advised by Professor Robert Engle in his FINANCIAL ECONOMETRICS PhD course. I made comparison between the performance of d…☆10Sep 14, 2018Updated 7 years ago
- OpenMP offload playground☆10Nov 16, 2024Updated last year
- Quantum Computing + October 2020 = Quantum-Hacktoberfest☆10Oct 21, 2021Updated 4 years ago
- Performance Counter Reader☆11Sep 14, 2022Updated 3 years ago
- ☆10Feb 25, 2026Updated last week
- RBC Model Jupyter Notebook☆10Feb 27, 2019Updated 7 years ago
- Julia implementation of NEAT and HyperNEAT☆10Sep 3, 2020Updated 5 years ago
- Rich tagging in the Terminal via Google Vision API☆11May 12, 2023Updated 2 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- GPU based 2D elastic FWI☆12Mar 6, 2018Updated 8 years ago
- A ROS 2.0 Node for the LD19 LIDAR☆10Jan 31, 2023Updated 3 years ago
- Argonne Leadership Computing Facility OpenCL tutorial☆10Aug 22, 2025Updated 6 months ago
- Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.☆12Jul 24, 2018Updated 7 years ago
- Julia package for the book "Applied Quantitative Finance for Equity Derivatives"☆48Jun 18, 2025Updated 8 months ago
- Material related to the EdX MOOC on Fortran programming☆49Sep 29, 2025Updated 5 months ago