stochastic-rs

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

finance

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185 Stars

11 Forks

2 Watchers

Rust Language

mit License

100 SrcLog Score

Cost to Build

$5.37M

Market Value

$17.38M

How is this calculated?

Growth over time

7 data points · 2026-04-08 → 2026-09-22

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What is the rust-dd/stochastic-rs GitHub project? Description: "High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.". Written in Rust. Explain what it does, its main use cases, key features, and who would benefit from using it.

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How to clone stochastic-rs

Clone via HTTPS

git clone https://github.com/rust-dd/stochastic-rs.git

Clone via SSH

[email protected]:rust-dd/stochastic-rs.git

Download ZIP

Download main.zip

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