finmath.net

Repositories

• finmath-lib

  Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

  java simulation monte-carlo-simulation quantitative-finance mathematical-modelling finmath-lib
  Java Apache-2.0 102 232 10 (3 issues need help) 0 Updated Jun 6, 2020

• finmath-lib-scala

  Convenient method aliases and implicit classes for using finmath-lib in Scala.
  Scala 0 1 0 0 Updated Jun 2, 2020

• finmath-lib-plot-extensions

  Convenient abstraction layer for different visualisation frameworks and demos of finmath lib

  graphs plot-library finmath-lib
  Java Apache-2.0 2 0 0 0 Updated Jun 2, 2020

• finmath-forward-initial-margin

  java monte-carlo-simulation quantitative-finance mathematical-modelling mva finmath-lib
  Java 8 2 0 0 Updated Mar 25, 2020

• finmath-lib-cuda-extensions

  Classes enabling finmath-lib to run its Monte-Carlo models on Cuda GPUs

  gpu cuda finmath-lib
  Java Apache-2.0 4 8 0 0 Updated Mar 23, 2020

• finmath-experiments

  Experiments, demos and unit tests based on finmath lib.

  demo finmath-lib
  Java Apache-2.0 9 7 0 0 Updated Mar 23, 2020

• finmath-spreadsheets

  Spreadsheets using finmath-lib
  Java Apache-2.0 5 4 1 0 Updated Mar 16, 2020

• finmath.github.io

  Homepage of finmath.net
  HTML 0 0 0 0 Updated Mar 14, 2020

• finmath-smart-derivative-contract

  Tools and analytics for smart derivative contracts.

  mathematical-finance finmath-lib
  Java 2 4 0 0 Updated Feb 26, 2020

• finmath-service

  Experimental ReST Services and UI Components
  Java Apache-2.0 0 1 0 0 Updated Mar 11, 2019

• finmath-lib-automaticdifferentiation-extensions

  Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).

  aad finmath-lib automatic-differentiations
  Java 7 8 0 0 Updated Oct 19, 2018