Awesome Open Source
Search
Programming Languages
Languages
All Categories
Categories
About
Search results for derivatives pricing
derivatives-pricing
x
15 search results found
Financepy
⭐
1,711
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Quantresearch
⭐
1,410
Quantitative analysis, strategies and backtests
Willowtree
⭐
214
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
Optlib
⭐
182
A library for financial options pricing written in Python.
Compendium
⭐
171
The Greatest Collection of anything related to finance and crypto
Rateslib
⭐
39
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.
Finance Robinhood
⭐
34
Trade stocks and ETFs with free brokerage Robinhood and Perl
Deep Hedging
⭐
25
Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
Risk_free_interest_rate
⭐
19
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
Isda_simm
⭐
14
Implementation of ISDA SIMM v2.3~2.6
Derivx
⭐
14
DerivX Core Library
Financial Derivative Analysis And Simulation
⭐
11
Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)
Strataxl
⭐
8
An Excel integration of OpenGamma Strata.
Project_ficc_quant
⭐
7
modeling FICC market with QuantLib
Derivatives
⭐
5
Derivatives pricing in modern C++.
Related Searches
Quantitative Finance Derivatives Pricing (8)
Finance Derivatives Pricing (7)
Jupyter Notebook Derivatives Pricing (7)
Python Derivatives Pricing (5)
Risk Management Derivatives Pricing (4)
Black Scholes Derivatives Pricing (3)
1-15 of 15 search results
Privacy
|
About
|
Terms
|
Follow Us On Twitter
Copyright 2018-2024 Awesome Open Source. All rights reserved.