High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.

This project try to bring closer the stochastic calculus and Typescript.

🌔 Malliavin calculus via functional programming

Build and manage financial data terminals using Rust with real-time updates via WebSocket and a terminal UI powered by Ratatui and Tokio.

This is my master's thesis. We review an article of Sefika Kuzgun and David Nualart about convergence of spatial averages for the mild solution of SHE to nornal distribution using Malliavin Calculus and Stein's method

An applied reproduction project on Greeks approximation using Malliavin Calculus based on research papers.