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Search results for quantitative finance pricing

quantitative-finance x

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Notebooks ⭐ 101

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.

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

Appendices ⭐ 25

Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation details for production

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Python Quantitative Finance (261)

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