#计算机科学#Quantitative analysis, strategies and backtests
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
A library for financial options pricing written in Python.
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full Curveset construction wit...
#区块链#The Greatest Collection of anything related to finance and crypto
#计算机科学#PyTorch for Quantitative Finance : Payoffs are Activations
#计算机科学#Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varyi...
#区块链#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...
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
modeling FICC market with QuantLib
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.
Derivatives pricing in modern C++.
An Excel integration of OpenGamma Strata.