From 5ed851367c68854386afb354f58f192f6b6f4332 Mon Sep 17 00:00:00 2001 From: wilsonfreitas Date: Sat, 10 Apr 2021 20:46:57 -0300 Subject: [PATCH] Added QuantMath #82 --- README.md | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/README.md b/README.md index a342195..19e1148 100644 --- a/README.md +++ b/README.md @@ -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.