PrototypeCommon
rust-dd/stochastic-rs
High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.
- Owner
- rust-dd (organization)
- Stars
- Stars: 196
- Forks
- Forks: 11
- Language
- Rust
- License
- MIT
- Created
- 2023
- Topics
- quantquantitative-financeruststochastic-processesmalliavin-calculusblack-scholescalibrationcopulasderivatives-pricingfixed-income
- Tier
- Prototype (100 to 249 ★) What this tier means
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