> Select executable to begin analysis.
Sequential trade model. Demonstrates spread widening due to adverse selection from informed traders.
High-frequency market making model. Optimizes inventory risk vs spread capture using stochastic control intensity.
Convergence of Binomial(n,p) to Poisson(λ) as n→∞. Visualizing the Law of Rare Events.
Continuous-time stochastic processes. Drift/Diffusion parameters. First passage time analysis.
Multi-leg option strategy builder. Payoff diagrams, P&L analysis, and combined Greeks visualization.
Duration & convexity analytics for bond portfolios. Compare real repricing vs linear and second-order approximations across yield shifts.
Option pricing framework. Visualize Greek sensitivities (Δ, Γ, Θ, ν) to market parameters.
Adjust filter parameters.
// Powered by Rust
// Optimized for high-frequency simulation logic
Static typing eliminates runtime errors in complex stochastic differential equations.
Native code execution via Rust compiler.
Async libraries handle concurrent simulation streams and websocket data feeds.