Project Description
A 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:
  1. Present and Future Value of money
  2. Bond Pricing
    1. Yield to Maturity
  3. Interest Rates
  4. Pricing Future Contracts
  5. Binomial Options Pricing
  6. Basic of Options Pricing
    1. Black Scholes Formula
    2. Advanced Black Scholes Formula
  7. Running Simulations for Option Pricing
    1. American Options
    2. Europian Options