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Search results for quantitative finance option pricing
option-pricing
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quantitative-finance
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13 search results found
Financial Models Numerical Methods
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5,086
Collection of notebooks about quantitative finance, with interactive python code.
Rustquant
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537
Rust library for quantitative finance.
Q Fin
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275
A Python library for mathematical finance
Pyfeng
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116
Python Financial ENGineering (PyFENG package in PyPI.org)
Proj_option_pricing_matlab
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115
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Quant Finance Resources
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95
Courses, Articles and many more which can help beginners or professionals.
Quantsbin
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76
Quantitative Finance tools
Stochvolmodels
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65
Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Fypy
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51
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.
Binomialoptmodel
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28
A python program to implement the discrete binomial option pricing model
R Finance Task View Supplement
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10
R Finance packages not listed in the Empirical Finance Task View
Implement Option Pricing Model Using Python
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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.
Vanilla Option Pricing
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10
Stochastic models to price financial options
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1-13 of 13 search results
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