Course project of Computational Finance
-
Updated
Jan 15, 2019 - MATLAB
#
computation-finance
Here are 2 public repositories matching this topic...
Multi-asset quantitative pricing engine in C++20 with a Rust/egui GUI, C ABI, automatic differentiation, parallel Monte Carlo, and real market data support.
rust monte-carlo templates ffi automatic-differentiation multithreading derivatives quantitative-finance sqllite fixed-income black-scholes financial-engineering implied-volatility cpp20 egui options-pricing pricing-engine computation-finance yfinance
-
Updated
Jul 1, 2026 - C++
Improve this page
Add a description, image, and links to the computation-finance topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the computation-finance topic, visit your repo's landing page and select "manage topics."