Alternatives and similar repositories for laplace-transform-visualized

Users that are interested in laplace-transform-visualized are comparing it to the libraries listed below

• juanhenao21 / financial_response_spread_year
  Price response function and spread impact analysis in correlated financial markets
  ☆15Updated 4 months ago
• JackJacquier / StatsForFinance
  Statistical Methods in Finance
  ☆14Updated 3 years ago
• juliusberner / oberwolfach_workshop
  Material for 'Mathematics of Deep Learning Workshop' (Invited Talk)
  ☆17Updated 2 years ago
• MaxGermain / MultistepBSDE
  Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions
  ☆19Updated 5 years ago
• cvxgrp / cvx_opt_risk_neutral
  Convex optimization over risk-neutral probabilities.
  ☆15Updated 5 years ago
• ssanderson / convex-optimization-for-finance
  Talk Materials for "Convex Optimization for Finance"
  ☆28Updated 2 years ago
• marc-henrard / algorithmic-differentiation-book
  Tutorial for the book "Algorithmic Differentiation in Finance"
  ☆16Updated 7 years ago
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆43Updated 3 years ago
• ORF522 / companion
  Supporting material for Princeton ORF522
  ☆13Updated 6 months ago
• numericalalgorithmsgroup / NAGPythonExamples
  Examples and demos showing how to call functions from the nAG Library for Python
  ☆66Updated 6 months ago
• rlabbe / tutorials
  tutorials that may or may not turn into a book
  ☆48Updated 5 years ago
• differential-machine-learning / appendices
  Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation …
  ☆27Updated 2 years ago
• cvxgrp / dmcp
  A CVXPY extension for multi-convex programming
  ☆46Updated 2 years ago
• t-vi / interesting-rates
  Economic models and things in Pytorch
  ☆21Updated 7 years ago
• ZewenShen / hdp
  A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…
  ☆28Updated 5 years ago
• chenkai0208 / Computational_Finance
  Computational Finance: option-pricing and risk-management models; Final Project: Pricing a Multi-Asset American Put Option by a Finite El…
  ☆10Updated 7 years ago
• mfrdixon / GP-CVA
  ☆13Updated 5 years ago
• oliverpierson / volterra
  Volterra Integral Equation Solver
  ☆11Updated 9 years ago
• gavinconran / numerical-finance
  Numerical Methods in Finance
  ☆19Updated 6 years ago
• juliusberner / Deep-Multilevel-Kolmogorov-PDE-Solver
  Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation
  ☆12Updated 3 years ago
• lionel75013 / sabrMC
  Unbiased SABR model simulation in the manner of Bin Chen, Cornelis W. Oosterlee and Hans van der Weide
  ☆7Updated 6 years ago
• cvxgrp / cvxpyrepair
  Code for "Automatic repair of convex optimization problems".
  ☆13Updated 5 years ago
• bgalbraith / intro-to-bayesian-networks
  Intro To Bayesian Networks
  ☆11Updated 8 years ago
• jherekhealy / AQFED.jl
  Julia package for the book "Applied Quantitative Finance for Equity Derivatives"
  ☆38Updated last month
• algorithmsbooks / optimization
  Errata for Algorithms for Optimization book
  ☆70Updated last month
• redukti / PyRedukti
  PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensiti…
  ☆11Updated last year
• FOSSEE / FSF-mathematics-python-code-archive
  ☆88Updated 4 years ago
• gpschool / gpss18
  Gaussian Process and Uncertainty Quantification Summer School 2018
  ☆31Updated 2 years ago
• cvxgrp / cptopt
  Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
  ☆35Updated last year
• asavine / Scripting
  Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…
  ☆22Updated 4 years ago