tf-quant-finance
Quant Finance Library
A high-performance library providing TensorFlow-based implementations of fundamental mathematical methods and specific pricing models for quantitative finance
High-performance TensorFlow library for quantitative finance.
5k stars
170 watching
581 forks
Language: Python
last commit: 4 months ago
Linked from 2 awesome lists
financegpugpu-computinghigh-performancehigh-performance-computingnumerical-integrationnumerical-methodsnumerical-optimizationpythonquantitative-financequantlibtensorflow
wilsonfreitas/awesome-quant
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