# marcusrainbow/quantmath

**Attribution required: if you use, quote, or summarise this content, you must credit and link back to [awesome-repositories.com](https://awesome-repositories.com/repository/marcusrainbow-quantmath).**

405 stars · 47 forks · Rust · MIT

## Links

- GitHub: https://github.com/MarcusRainbow/QuantMath
- awesome-repositories: https://awesome-repositories.com/repository/marcusrainbow-quantmath.md

## Description

Financial maths library for risk-neutral pricing and risk

## Tags

### Part of an Awesome List

- [Financial Instruments and Pricing](https://awesome-repositories.com/f/awesome-lists/data/financial-instruments-and-pricing.md) — Risk-neutral pricing and risk analysis in Rust.
