Project DescriptionA Financial Quant library implemented in C# completely to showcase the power of mathematics and its application, aimed for educational purposes only.
QuantoSharp is a library that aims to showcase e financial mathematical models using the C# language, the library aims to cover the following topics:
- Present and Future Value of money
- Bond Pricing
- Yield to Maturity
- Interest Rates
- Pricing Future Contracts
- Binomial Options Pricing
- Basic of Options Pricing
- Black Scholes Formula
- Advanced Black Scholes Formula
- Running Simulations for Option Pricing
- American Options
- Europian Options