C++ DataFrame for statistical, financial, and ML analysis in modern C++

C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators

Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing

Contagion effect in a financial network of banking institutions

An options trading bot

Derivatives modeling - volatility models

Financial Computing C++

(C++) Monte Carlo Option Pricer with Euler-Maruyama Discretization

(C++) Batch Option Pricer with Analytical and Numerical Sensitivities

An application used to price financial derivatives (options) via Black-Scholes and divided difference formulae. This application uses Policy-Based design and Template Metaprogramming.

Quantitative finance library for volatility surface modelling in C++20

SYS 4581 Financial Engineering Semester Project

A C++ implementation of an immutable financial order book. This project demonstrates a functional approach to state management in a financial context using a copy-on-write strategy with shared pointers for efficiency.

Real-time FIX 4.2 market data feed simulator with GBM and Random Walk price generators, UDP multicast distribution, and live visualization dashboard