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  1. AQFED.jl AQFED.jl Public

    Julia package for the book "Applied Quantitative Finance for Equity Derivatives"

    Julia 33 12

  2. CharFuncPricing.jl CharFuncPricing.jl Public

    Julia package to provide reference European option prices for stochastic volatility models with a known characteristic function, such as the Heston stochastic volatility model.

    Julia 9 4

  3. PPInterpolation.jl PPInterpolation.jl Public

    Piecewise polynomial interpolation in Julia

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  4. jherekhealy.github.io jherekhealy.github.io Public

    Jherek Healy home page

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  5. gonum gonum Public

    Forked from gonum/gonum

    Gonum is a set of numeric libraries for the Go programming language. It contains libraries for matrices, statistics, optimization, and more

    Go

  6. julia julia Public

    Forked from JuliaLang/julia

    The Julia Programming Language

    Julia