A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
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Updated
Aug 1, 2024 - Jupyter Notebook
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Quantitative analysis, strategies and backtests
A library for financial options pricing written in Python.
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
The Greatest Collection of anything related to finance and crypto
Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
PyTorch Library for Derivatives Pricing
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
Quantum Machine Learning Library for Quant Finance
Trade stocks and ETFs with free brokerage Robinhood and Perl
Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
modeling FICC market with QuantLib
Implementation of ISDA SIMM v2.3~2.6
DerivX Core Library
Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get current Greeks for a given option. European style options.
An Excel integration of OpenGamma Strata.
Derivatives pricing in modern C .
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