JavaScript Finance Example Code

This repository contains example code in JavaScript to explain and demonstrate financial calculations. It follows the programming projects suggested in Mark Joshi's "The Concepts and Practice of Mathematical Finance".

These examples are featured in videos on my YouTube video channel. http://www.youtube.com/user/NathanWhitehead

Please let me know what you think or what else you would like to see!

Running the Examples

The examples are designed to work in both Node and in the browser. Code uses a single global variable, Finance, as a namespace. Test suites have "_test" at the end. Code that is specific to the browser ends with "_ui".

Modules currently implemented:

• rng
  • MRG32k3a pseudorandom generator
• distributions
  • uniform
  • normal

-- Nathan