Search Results for "financial derivatives"
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Showing 17 open source projects for "financial derivatives"
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ConnectWise ScreenConnect, formerly ConnectWise Control, is a remote support solution for Managed Service Providers (MSP), Value Added Resellers (VAR), internal IT teams, and managed security providers. Fast, reliable, secure, and simple to use, ConnectWise ScreenConnect helps businesses solve their customers' issues faster from any location. The platform features remote support, remote access, remote meeting, customization, and integrations with leading business tools.
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Finance Database
This is a database of 300.000+ symbols containing Equities, ETFs, etc.
As a private investor, the sheer amount of information that can be found on the internet is rather daunting. Trying to understand what type of companies or ETFs are available is incredibly challenging with there being millions of companies and derivatives available on the market. Sure, the most traded companies and ETFs can quickly be found simply because they are known to the public (for example, Microsoft, Tesla, S&P500 ETF or an All-World ETF). However, what else is out there is often... -
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Synthetix
Synthetix Solidity smart contracts
Synthetix is a new financial primitive enabling the creation of synthetic assets, offering unique derivatives and exposure to real-world assets on the blockchain. Leveraging the Synthetix debt pool and our innovative liquidity framework, our traders are guaranteed to have some of the best price execution around, with little to no slippage and fills you can’t get elsewhere. Capture the price movements of popular cryptocurrencies, fiat currencies, stocks, commodities and more with zero slippage... -
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OptionMatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
A real-time financial derivatives calculator supporting 168+ models from QuantLib, Financial Numerical Recipes in C++ and MetaOptions. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring distances to any industry used expiration into the future. Spread engine with spread views. Models Supported: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump... -
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optionscat
European options tool, compound calc, finance manager for traders...
... the 1997 Nobel Prize in Economics for their work in finding a new method to determine the value of derivatives (the Nobel Prize is not given posthumously; however, the Nobel committee acknowledged Black's role in the Black-Scholes model). Read more: Options Pricing: Black-Scholes Model| Investopedia http://www.investopedia.com/university/options-pricing/black-scholes-model.asp#ixzz4T9rfuUyJ -
ConnectWise SIEM (formerly Perch) offers threat detection and response backed by an in-house Security Operations Center (SOC). Defend against business email compromise, account takeovers, and see beyond your network traffic. Our team of threat analysts does all the tedium for you, eliminating the noise and sending only identified and verified treats to action on. Built with multi-tenancy, ConnectWise SIEM helps you keep clients safe with the best threat intel on the market.
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NOMAD is a C++ code that implements the MADS algorithm (Mesh Adaptive Direct Search) for difficult blackbox optimization problems. Such problems occur when the functions to optimize are costly computer simulations with no derivatives.
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A quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. A cross-platform free/open-source tool for derivatives and financial engineering.
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NetQL
A quantitative finance .NET library wrapping QuantLib.
A quantitative finance .NET library wrapping QuantLib (http://quantlib.org/). A free/open-source tool for derivatives and financial engineering. -
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The Quantitative Finance Framework (QFF) supports the development of software libraries in mathematical finance. The main field of applications are the pricing of derivatives and the management of financial risks.
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Out-of-the-box scripts. Around-the-clock monitoring. Unmatched automation capabilities. Start doing more with less and exceed service delivery expectations.
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Fourier Space Time-stepping framework is a numerical approach for pricing of financial derivatives based on the fast Fourier transform. Price European, American and other options under various models in equity, commodity and interest rate markets.
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Benefit of trend following techniques on spread betting derivatives by discovering new trends, creating, testing and applying daily your strategies.
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Risk Quantify aims to provide a comprehensive framework for the trading, risk analysis and back office management of financial derivatives. Initially the system will support FX, Interest Rate and Equity-based products.
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Derivatives portfolio modeler XL is a powerful option strategy simulator using what-if scenarios. Requires Microsoft Excel 2003 or OpenOffice 2.0+. Employs Black-Scholes model, well documented code with scientific references.
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DerivaQuant aims at creating a robust derivatives risk-analysis software for hedge funds and proprietary trading firms. It offers a variety of option pricing models, links with databases, real-time risk analysis and porfolio risk analysis.
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AIM Sniff is a network sniffer specifically designed to pick up messages transmitted using the AIM or MSN clients and their derivatives. All information can be sent to STDOUT or a MySQL DB.
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An OpenSource Java implementation of a financial derivatives trading system. The system will have a core set of analytical libraries, used by EJB beans to provide SOAP services.
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A Java class library for developing financial analyses, with a focus on treasury and derivatives trades.
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