Financial maths library for risk-neutral pricing and risk
Appears on
Quick read
Latest capture 2026-08-13 03:07
0 paths
Agent instructions and tool configuration found in this repository.
No config files detected.
4 observed captures since 2026-06-19. Observed captures are shown by default.
Stars from first capture +3
Observed captures only
All tracked data
Observed snapshots
Observed snapshots
Nearest indexed repositories by embedding similarity.
Rust library for quantitative finance.
No description.
Quantitative risk and performance analysis package for financial time series powered by the Julia language.
quant finance in pure haskell
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Quantitative Financial Modelling Framework
