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enricoschumann/NMOF

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .

Stack
R
GitHub topics
#black-scholes #differential-evolution #genetic-algorithm #grid-search #heuristics #implied-volatility
Updated
2025-12-24
Lists
1 list mention
First commit
2010-09-10
History
1 history point
License
NOASSERTION
Issues
0 open
Sign in to like enricoschumann/NMOF
38
stars
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9
Commits
704 commits
Star growth, last 7 days
0 0.0%
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0 0.0%
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