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fourier

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Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

  • Updated May 15, 2024
  • Python

SciDataTool is an open-source Python package for scientific data handling. The objective is to provide a user-friendly, unified, flexible module to postprocess any kind of signal. It is meant to be used by researchers, R&D engineers and teachers in any scientific area. This package allows to efficiently store data fields in the time/space or in …

  • Updated Aug 5, 2022
  • Jupyter Notebook

A Julia library of summation-by-parts (SBP) operators used in finite difference, Fourier pseudospectral, continuous Galerkin, and discontinuous Galerkin methods to get provably stable semidiscretizations, paying special attention to boundary conditions.

  • Updated May 6, 2024
  • Julia

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