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
- 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.☆24Updated this week
- ☆18Sep 30, 2021Updated 4 years ago
- 深度学习软硬件配置(小白向)☆39Nov 24, 2025Updated 4 months 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.
- Real-Time US Treasury Yields and Prices; Bond analyses and options functions including all the 'Greeks' (R Package)☆11Feb 29, 2016Updated 10 years ago
- Quantile Local Projections☆12Aug 8, 2022Updated 3 years ago
- Veils for Kotlin☆16May 3, 2024Updated 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 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☆68Dec 20, 2019Updated 6 years ago
- 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
- 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.
- A collection of Jupyter notebooks with simple examples on how to use Makie☆38May 3, 2021Updated 4 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 last year
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆195Sep 10, 2021Updated 4 years ago
- QuantMinds Rough Volatility Workshop lectures☆71Sep 6, 2025Updated 7 months ago
- ☆13Apr 16, 2021Updated 5 years ago
- Introduction to Structural VAR models☆12Feb 21, 2020Updated 6 years ago
- Client for Apache Kafka in Julia☆17Apr 29, 2020Updated 5 years ago
- ☆12Mar 17, 2025Updated last year
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Python SDK for LUSID by FINBOURNE, a bi-temporal investment management data platform with portfolio accounting capabilities.☆10Updated this week
- a Julia wrapper of Python's lale automl package☆18Oct 11, 2021Updated 4 years ago
- Simple starter CMake project that uses NVBench.☆16May 6, 2025Updated 11 months ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆69Mar 10, 2023Updated 3 years ago
- Python repository with various projects in Machine Learning and Finance☆13Apr 12, 2026Updated last week
- Unofficial mirror of GMP development branch☆23Feb 4, 2025Updated last year
- julia implementation of Smooth Local Projections (SLP)☆14Nov 24, 2025Updated 4 months ago
- A device-independent random number generator☆18Apr 27, 2024Updated last year
- Differential equation problem specifications and scientific machine learning for common financial models☆33Feb 12, 2026Updated 2 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- 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.☆86Apr 3, 2026Updated 2 weeks 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
- A simple state-of-the-art C++ random number generator☆19Oct 10, 2017Updated 8 years ago