Tutorial for the book "Algorithmic Differentiation in Finance"
☆16Aug 6, 2017Updated 8 years ago
Alternatives and similar repositories for algorithmic-differentiation-book
Users that are interested in algorithmic-differentiation-book are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…☆26Oct 11, 2020Updated 5 years ago
- High performance hybrid Monte Carlo simulation☆10Updated this week
- Exporting C++ code to Excel : a quick and painless tutorial by Antoine Savine☆21Aug 24, 2022Updated 3 years ago
- AAD enabled and scripting included derivatives modeling.☆25Updated this week
- ☆18Sep 30, 2021Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- 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）☆40Nov 24, 2025Updated 6 months ago
- Veils for Kotlin☆16May 3, 2024Updated 2 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
- ☆12Sep 11, 2023Updated 2 years ago
- ☆24Feb 17, 2024Updated 2 years ago
- Vitalize: A low-level Julia package for interactive visualizations in the browser.☆15Aug 8, 2018Updated 7 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆69Dec 20, 2019Updated 6 years ago
- Quantile Local Projections☆12Aug 8, 2022Updated 3 years ago
- 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.
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 5 years ago
- A collection of Jupyter notebooks with simple examples on how to use Makie☆38May 3, 2021Updated 5 years ago
- 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
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆198Sep 10, 2021Updated 4 years ago
- QuantMinds Rough Volatility Workshop lectures☆71Sep 6, 2025Updated 9 months ago
- ☆13Apr 16, 2021Updated 5 years ago
- Introduction to Structural VAR models☆13Feb 21, 2020Updated 6 years ago
- Client for Apache Kafka in Julia☆17Apr 29, 2020Updated 6 years ago
- ☆12Mar 17, 2025Updated last year
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- a Julia wrapper of Python's lale automl package☆18Oct 11, 2021Updated 4 years ago
- Python SDK for LUSID by FINBOURNE, a bi-temporal investment management data platform with portfolio accounting capabilities.☆10May 30, 2026Updated last week
- Simple starter CMake project that uses NVBench.☆15May 6, 2025Updated last year
- Python repository with various projects in Machine Learning and Finance☆14Jun 1, 2026Updated last week
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆70Mar 10, 2023Updated 3 years ago
- Unofficial mirror of GMP development branch☆26Feb 4, 2025Updated last year
- julia implementation of Smooth Local Projections (SLP)☆14Nov 24, 2025Updated 6 months ago
- A device-independent random number generator☆18Apr 27, 2024Updated 2 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Differential equation problem specifications and scientific machine learning for common financial models☆33Updated this week
- A Python library implementation of a classic observer pattern with observer and observable classes with usage example. Supports both pyth…☆11Apr 4, 2023Updated 3 years ago
- Package implementing common state-space routines.☆89Apr 3, 2026Updated 2 months ago
- Simple and clean Toast notification library for AngularX (Angular2 and beyond)☆19Mar 15, 2023Updated 3 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Examples and sample code showcasing features of the Intel(R) Distribution for Python☆21Dec 5, 2023Updated 2 years ago
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago