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jkirkby3/PROJ_Option_Pricing_Matlab

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Stack
MATLAB
GitHub topics
#american-options #asian-option #barrier-option #bermudan-option #black-scholes #derivatives
Updated
2024-11-19
Lists
1 list mention
First commit
2017-11-17
History
1 history point
License
MIT
Issues
1 open
Sign in to like jkirkby3/PROJ_Option_Pricing_Matlab
207
stars
Forks
79
Commits
141 commits
Star growth, last 7 days
0 0.0%
Commit velocity, last 7 days
0 0.0%
GitHub
auto-differentiation/xad-py

High-Performance Automatic Differentiation for Python

Stack
Python pytest CMake Poetry
GitHub topics
#automatic-differentiation #biotechnology #computer-graphics #derivatives #machine-learning #meteorology
Updated
2026-04-02
Lists
1 list mention
First commit
2024-04-03
History
1 history point
License
AGPL-3.0
Issues
12 open
Sign in to like auto-differentiation/xad-py
19
stars
Forks
2
Commits
25 commits
Star growth, last 7 days
0 0.0%
Commit velocity, last 7 days
0 0.0%
Website GitHub