jkirkby3 / fypy

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)

B-Spline Density Estimation Library - nonparametric density estimation using B-Spline density estimator from univariate sample.

iversity course -- python implementation

An implementation of the binomial tree model to price convertible bonds

Collection of notebooks about quantitative finance, with interactive python code.