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Added QuantMath

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wilsonfreitas
2021-04-10 20:46:57 -03:00
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@@ -358,6 +358,10 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [QuantConnect](https://github.com/QuantConnect/Lean) - Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage.
## Rust
- [QuantMath](https://github.com/MarcusRainbow/QuantMath) - Financial maths library for risk-neutral pricing and risk
## Reproducing Works
- [Derman Papers](https://github.com/MarcosCarreira/DermanPapers) - Notebooks that replicate original quantitative finance papers from Emanuel Derman.