Home

raphael rubin

QUANTBOOST, a Complete Library, Modelling of Derivatives in C++. Based on Wiley C++ Derivatives, as well as BOOST C++ Multithreading techniques and will support a quant fund approach type of forecasting and portfolio management. I will have direct access

Screenshot thumbnail
LOGO


Project Admins:


Get latest updates about Open Source Projects, Conferences and News.

Sign up for the SourceForge newsletter:

JavaScript is required for this form.





No, thanks