A zero-dependency, STL-only C++ derivatives pricer implementing advanced models (Asian, Heston, Merton) from "C++ for Quantitative Finance".
☆23Apr 30, 2026Updated 2 months ago
Alternatives and similar repositories for Derivative-pricing-in-C-
Users that are interested in Derivative-pricing-in-C- are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Source Code for 'Statistical Quantitative Methods in Finance' by Samit Ahlawat☆48Nov 6, 2024Updated last year
- This repository contains the code and related materials for my participation in the quantitative competition hosted by Tower Research Cap…☆13Mar 11, 2024Updated 2 years ago
- Winning submission for the Citadel 2021 Data Open. An Empirical Analysis of New Orleans's Rental Regulations on Airbnb Listings.☆12Oct 6, 2021Updated 4 years ago
- Strategy-oriented Option Trading and Research Platform☆18Mar 15, 2026Updated 3 months ago
- Simple BackTest Engine inspired by Backtrader framework available in python.☆18Mar 7, 2026Updated 4 months 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.
- Portfolio Management Workshop by Dan the Quant☆119Dec 17, 2025Updated 6 months ago
- ☆45May 27, 2026Updated last month
- 📋 Hackathon Packing List - A Handy Guide☆26Feb 13, 2018Updated 8 years ago
- 🌐 Documentation on the WorldQuant BRAIN market simulator and explicit examples of alpha signals.☆43Jun 29, 2026Updated 2 weeks ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆32Oct 6, 2020Updated 5 years ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆57Updated this week
- A curated list of conferences undergrads can actually attend: free, scholarship-funded, or student-priced, across every major.☆39Jul 1, 2026Updated last week
- generic project files☆39Sep 17, 2016Updated 9 years ago
- ☆52Oct 19, 2024Updated last year
- 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.
- ☆85Updated this week
- Official Repo for Deep Learning for Compyter Vision Course offered by NPTEL☆50Jun 12, 2023Updated 3 years ago
- ☆76Jan 12, 2025Updated last year
- KUI academic Markdown compiler with native PDF rendering.☆148Jun 11, 2026Updated last month
- Quantitative Algorithmic Trading Arbitrage Bot for High Frequency Trading (HFT). Martha_Stewart executes trades at the best price by capi…☆65May 24, 2022Updated 4 years ago
- ☆48Aug 22, 2022Updated 3 years ago
- Become GPU kernel engineer step by step.☆57May 7, 2026Updated 2 months ago
- GPU Engineering for AI Systems☆539May 17, 2026Updated last month
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆102Aug 29, 2020Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- The go to place for your departmental needs☆282May 27, 2025Updated last year
- C++ examples.☆169Jul 6, 2026Updated last week
- ☆210May 8, 2021Updated 5 years ago
- The CQF program☆222Jun 20, 2018Updated 8 years ago
- Study resources for quantitative finance☆322Feb 28, 2022Updated 4 years ago
- ☆200Jul 2, 2026Updated last week
- ☆235Mar 10, 2026Updated 4 months ago
- Quant prep resources/logs☆763Sep 6, 2025Updated 10 months ago
- World Quant 101 alphas的计算和策略化☆357Mar 7, 2017Updated 9 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Port of LMAX Disruptor to C++☆489Updated this week
- Codebase intelligence for AI and humans: code health scores, auto-generated docs, git analytics, dead code detection, and architectural d…☆3,602Updated this week
- Sources codes for: Mastering Python for Finance, Second Edition☆471Feb 3, 2026Updated 5 months ago
- QuantMind is an intelligent knowledge extraction and retrieval framework for quantitative finance.☆2,004Updated this week
- A curated collection of essential resources, tools, and playbooks to help founders build, launch, and scale startups successfully.☆2,192May 11, 2026Updated 2 months ago
- C++ interfaces used to communicate with Roq's market gateways.☆511Jul 6, 2026Updated last week
- ☆517Aug 5, 2018Updated 7 years ago