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1. stochCalc stochCalc Public

   Symbolic application of Ito's Formula, symbolic solver for generator of Ito diffusions, numerical approximation for systems of SDEs

   Python

2. primes primes Public

   Prime Number Testing and Factorization

   Python

3. ECM ECM Public

   Implementation of Lenstra's elliptic-curve factorization method.

   Python

4. ellipticCurve ellipticCurve Public

   Python

5. quantFin quantFin Public

   A financial options pricing and analysis library.

   Python

6. forecast_vol forecast_vol Public

   intraday vol model

   Python