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black_scholes_rust
Rust for black scholesfang_oost_option_rust
Option pricing using fang oosterlee algorithmargo-sparkoperator
example of using spark operator in argoFFTOptionPricing
Option pricing using FFTfang_oost_rust
Fang Oosterlee in Rustonkyo-yatse-plugin
yatse plugin for onkyo/integra receiversDEPRICATED-option_price_faas
Functions as a service for option pricing using rustcarr_madan_rust
Carr madan in rustFangOost
Improved and more generic version of Fang and Oosterlee's algorithmavprocessor
cf_functions_rust
Characteristic functions for rustPaperMarketRisk
Paper describing some market risk techniquesHullWhite
Hull White applications for fixed incomemonet
cfdistutilities
Provides some utilities for computing VaR, ES, and EL given a CFfang_oost_cal_charts
Calibration and documentation for Fang-oost calibrationGaussNewton
A basic implementation of Gauss-Newton's optimization algorithm.creditRisk
ops_faas
Rust app to demonstrate ops risk model in AWS LambdaDEPRICATED--personalSite-Ember
A revamp of my site using Material Design and Emberforward-kolmogorov
derivation of forward kolmogorov equationBinomialTree
C++ implementation of my recombining tree calculator.react-material-jsonschema
Example app with react, material-ui, and json schema.RungeKutta
Numerical solution for initial value ODE's-DEPRICATED-option_dashboard
-DEPRICATED-lending_platform
nelder_mead
neldor mead algorithm from https://www.codeguru.com/cpp/article.php/c17505/Simplex-Optimization-Algorithm-and-Implemetation-in-C-Programming.htmTupleUtilities
Some helper functions for tupleshull_white_rust
Hull White functions for rustxmc-1-rest-api
market_faas
AWS Lambda functions for market riskDuneClient
transaction-graph-template
cf_dist_utils_rust
Utilities for distributions with analytical characteristic functionsquandl
Meteor package for quandlCharacteristicFunctions
Namespace of various Characteristic Functionsloan_ec
Rust library for handling loan risk contributions and economic capitalcuckoo_rust
Cuckoo optimization in rustInverseTau
Implementation of the hitting time distributionFunctionalUtilities
c++ functional utilitiesgetsshpubkey
Jupyter extensionVasicek
Basic Multidimensional Vasicekcredit_faas
Rust app for AWS to exemplify credit ECmarketRisk
Market Risk applications for fixed incomexmc-voice-controller
is_smote_effective
Basic simulation to see if SMOTE is effective under ideal situationsMonteCarlo
Monte Carlo Enginestep-in-line
Library to convert annotations of python functions into amazon states language for Step Functionsresume
My resumeModelFaaSDemo
Demo for modeling with easy validationlnd_app
App for full node lightning networksjupyterlite-snowflake
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