finmath.net (finmath)

finmath.net

finmath

Geek Repo

Mathematical Finance

Location:Germany

Home Page:www.finmath.net

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finmath.net's repositories

finmath-lib

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

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finmath-experiments

Experiments, demos and unit tests based on finmath lib.

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finmath-lib-automaticdifferentiation-extensions

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

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finmath-smart-derivative-contract

Tools and analytics for smart derivative contracts.

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finmath-lib-cuda-extensions

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

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finmath-spreadsheets

Spreadsheets using finmath-lib

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finmath-lib-kotlin

finmath-lib-kotlin provides convenient method aliases for finmath lib.

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finmath-lib-scala

Convenient method aliases and implicit classes for using finmath-lib in Scala.

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finmath-lib-opencl-extensions

Vector class (RandomVariable) running on GPUs using OpenCL.

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finmath-lib-plot-extensions

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

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finmath-service

Experimental ReST Services and UI Components

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finmath.github.io

Homepage of finmath.net

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EIPs

The Ethereum Improvement Proposal repository

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ERCs

The Ethereum Request for Comment repository

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finmath-project-template

Template for a Maven project with some dependencies.

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