financialengineerlab Goto Github PK
Name: FineFinance
Type: User
Company: Non-Linear Financial Products
Bio: Non-Linear Structured Product Development
Name: FineFinance
Type: User
Company: Non-Linear Financial Products
Bio: Non-Linear Structured Product Development
QuantLib extension for model calibration
Reimplementing of QuantLib examples by Python
My solutions for the “C++ Programming for Financial Engineering” Online Certificate. It is a joint project by the Baruch MFE program, Dr. Daniel Duffy and QuantNet.
Quantitative Trading Library
<모던 C++로 배우는 동시성 프로그래밍> 리포지토리
Source code for my Master Thesis in Credit Value Adjustment: Pricing Wrong Way Risk on Interest Rate Swaps
Open Source Risk Engine
Risk & Valuation in Python
Sobol random numbers generator (C++)
Implementation of the rough volatility model and its calibration
Calibration of Hagan'a SABR stochastic volatility model using QuantLib
Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publication/235622441_Managing_Smile_Risk
SABR Implied volatility asymptotics
Calibrating market quoted implied volatilities across tenors and maturities for pricing of Swaptions
SABR NelderMead volatility
Construction of local volatility surface by using SABR
A library for Study Group 14 of Working Group 21 (C++)
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.