Spencer Clemens
Graduated from USU with a bachelors in Computer Science in May of 2022.
Session
07-28
10:30
30min
Bruno.jl - Financial derivative asset pricing and modeling
Mitchell Pound, Spencer Clemens
The Bruno.jl package allows for pricing financial derivative assets under different theoretical models over varying time frames. This enables technical traders to formulate and test trading strategies within the package based on the derivatives themselves, rather than relying solely on the underlying assets. Using multiple dispatch, the simulating environment is left generic allowing for a wide range of uses from finance practitioners to academics.
Finance and Economics
32-124