Quantitative finance libraries are software packages that consist of mathematical, statistical, and, more recently, machine learning models designed for use in…
Quantitative finance libraries are software packages that consist of mathematical, statistical, and, more recently, machine learning models designed for use in quantitative investment contexts. They contain a wide range of functionalities, often proprietary, to support the valuation, risk management, construction, and optimization of investment portfolios. Financial firms that develop such…
