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MasterThesis

Interest Rate Derivatives pricing library for my master's thesis in Economics af the department of Economics, University of Copenhagen.

github.comC#
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Overview

Interest Rate Derivatives pricing library for my master's thesis in Economics af the department of Economics, University of Copenhagen.

Topics & capabilities

derivativesfinanceautodiffaadinterest-ratesinterest-rate-productsinterest-rate-calibrationautomatic-differentiation

Repository information

Repository
amris2000/MasterThesis ↗
Repository owner
amris2000
Primary language
C#
Repository code license
Not recorded
Maintenance status
Not archived at the recorded check
Forked repository
No
GitHub stars
0
Forks
0
Default branch
master
Last repository push
Jul 31, 2017

Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.

Source links & provenance

https://github.com/amris2000/MasterThesis ↗

References explain how this resource entered the collection. They do not represent an endorsement.

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GitHub stars
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Language
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Code license
Apache-2.0
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96 Authority 96 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →

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