autocallables

Here is 1 public repository matching this topic...

Execorn / derivatives

GPU-accelerated quantitative derivatives engine: FiLM-FNO rough volatility calibration (<1ms), multi-fidelity PDE ensemble autocall pricing (0.99 bps RMSE, SR 26-2 risk guardian), deep hedging, and Next.js/FastAPI streaming (1,126 tests).

nextjs cuda pytorch quantitative-finance tensorrt derivatives-pricing fastapi volatility-surface deep-hedging fourier-neural-operator rough-heston autocallables

Updated Oct 18, 2026
Python

Add this topic to your repo

To associate your repository with the autocallables topic, visit your repo's landing page and select "manage topics."

Learn more