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
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Interest rates & FX
Shine's Derivatives Trading Engine
QLNet C# Library
Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
Completion of volatility
A parallel implementation of the Sobol' quasirandom number generator
SOFR curve bootstrapping
A collection of High-Frequency trading components
Calculates estimate of market maker gamma exposure derived from S&P 500 index options
Surface SVI parameterisation and corresponding local volatility
Calibration of a Surface SVI
A C++ header-only library of statistical distribution functions.
STochastic Optimal Control
three stochastic volatility model: Heston, SABR, SVI
Stochastic Calculus for Finance
Stochastic local volatility model calibration
Stochastic (Local) Volatility
Stochastic Local volatility calibration in C++
Calibration and Simulation Engine for Local Volatility Models
Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion
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.