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7 search results found

Python Financial ENGineering (PyFENG package in PyPI.org)

Proj_option_pricing_matlab ⭐ 115

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

Quantsbin ⭐ 76

Quantitative Finance tools

Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

Financialtoolbox.jl ⭐ 43

Useful functions for Black–Scholes Model in the Julia Language

Projectreward ⭐ 30

A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.

Implement Option Pricing Model Using Python ⭐ 10

Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estimate and likelihood ratio methods. Lastly, implemented binomial tree option pricing to price American option.

Quant Projects ⭐ 6

Implementations of Leading Algorithms in Quantitative Finance

Cplusplusresearch_decision_making ⭐ 5

C++ code: Manipulating data and extracting useful outputs

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