Comprehensive automatic differentiation in C++
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Updated
Aug 27, 2024 - C++
Comprehensive automatic differentiation in C++
Solstice is an economic network simulation framework
The main focus of this repository is to analysis the fair price and the risk of the Auto-callable Reverse Convertible issued by Credit Suisse AG on 24/10/2017
High-frequency trading system with backtesting and risk management.
A C++ program used for Option Portfolio variance estimation and risk management
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