# \[ANN\] DiffFusion.jl - High performance hybrid Monte Carlo simulation for finance

**URL:** https://discourse.julialang.org/t/ann-difffusion-jl-high-performance-hybrid-monte-carlo-simulation-for-finance/106712
**Category:** Package Announcements
**Tags:** package, announcement, finance, simulations
**Created:** [November 25, 2023, 5:59pm UTC](https://discourse.julialang.org/t/ann-difffusion-jl-high-performance-hybrid-monte-carlo-simulation-for-finance/106712 "2023-11-25T17:59:45Z")
**Posts on this page:** 1
**Page:** 1

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### Author: ![sschlenkrich](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/sschlenkrich/32/50882_2.png) [@sschlenkrich](https://discourse.julialang.org/u/sschlenkrich)
#### Post date: [November 25, 2023, 5:59pm UTC](https://discourse.julialang.org/t/ann-difffusion-jl-high-performance-hybrid-monte-carlo-simulation-for-finance/106712/1 "2023-11-25T17:59:46Z")

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We are happy to announce the release of [DiffFusion.jl](https://github.com/frame-consulting/DiffFusion.jl) v0.3.0.

The package implements a simulation framework for financial risk factors and financial instrument pricing. Simulations are based on multivariate diffusion models and Monte-Carlo methods. Model parameter sensitivitis are calculated by Automatic Differentiation (AD) methods.

Please have a look at the blog post [Introducing DiffFusion.jl](https://forem.julialang.org/sschlenkrich/introducing-difffusionjl-38kp) for details.