Topic: derivatives-pricing Goto Github
Some thing interesting about derivatives-pricing
Some thing interesting about derivatives-pricing
derivatives-pricing,Derivatives pricing in modern C++.
User: andleb
derivatives-pricing,This repository contains pricing methods for equity European and American options. Monte Carlo and tree methods have been implemented for Black Scholes extensions (standard, with discrete dividend, and with single and double Normal jumps for corporate actions). This repository also contains an implementation of a Differential Evolution algorithm to back-solve model parameters given market data (read from JSON).
User: anjishtgosain
derivatives-pricing,This project focuses on applying advanced simulation methods for derivatives pricing. It includes Monte-Carlo, Variance Reduction Techniques, Distribution Sampling Methods, Euler Schemes, and Milstein Schemes.
User: anthonyli01
derivatives-pricing,University Project: simulation techniques to price derivatives. It will involve Monte-Carlo, variance-reduction techniques, and advanced simulation methods.
User: anthonyli01
derivatives-pricing,Repository of the 'Stochastic Volatility Models' Student Lab
User: artemysazonov
derivatives-pricing,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.
User: attack68
Home Page: https://rateslib.readthedocs.io/en/stable/
derivatives-pricing,This repository holds my journey thought derivatives, pricing, maths and volatility associated.
User: baptistezloch
derivatives-pricing,"Structured Products in Python" project from Paris-Dauphine University lecture. This project is aimed to create a pricing engine for derivatives and structured products
User: baptistezloch
derivatives-pricing,An interactive app on the Black Scholes Option Pricing Model, Option Greeks.
User: bikram-sahu
derivatives-pricing,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 incorporated with variance reduction.(For MH4518 Project)
User: caramel2001
derivatives-pricing,A library for financial options pricing written in Python.
User: dbrojas
derivatives-pricing,A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
User: domokane
Home Page: https://financepy.com/
derivatives-pricing,In this Repository you will find projects, exercises and bibliography related to Risk Hedging Strategies.
User: ethanleonel
derivatives-pricing,Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
User: federicomariamassari
derivatives-pricing,Material from the book of Mark Joshi: "Design Patterns and Derivatives Pricing" (2nd edition), updated to C++17 and adapted to my own coding style.
User: gabrielepompa88
derivatives-pricing,Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
User: gabrielepompa88
derivatives-pricing,Contains financial studies work, including capital markets, corporate finance and other topics.
User: garthmortensen
derivatives-pricing,The binomial tree model is a commonly used approach for pricing derivatives, such as options. The basic idea behind the model is to create a tree of possible stock prices over time, based on a set of input parameters
User: gokkayahmet
derivatives-pricing,Financial Engineering
User: grantbaker576
derivatives-pricing,Derivatives Pricing
User: huanggahow
derivatives-pricing,Derivative Pricing Models implemented in Python
User: ishan4das
derivatives-pricing,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.
User: james-ralph8555
derivatives-pricing,A method for generating n random values, sampled from a Levy alpha stable distribution. It is useful for Levy adjusted random walks and financial risk modelling.
User: jamesrday
derivatives-pricing,Generation of realistic OHLC financial data
User: jcpf92
derivatives-pricing,Imperial College London Simulation Methods
User: jdcbranco
derivatives-pricing,PyTorch-based Python Library for Derivatives Modeling
User: jialuechen
derivatives-pricing,In this section we will explore several contributions on Financial Derivatives valuation
User: jose19888
derivatives-pricing,Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
User: jspano95
derivatives-pricing,This repository provides TensorFlow compatible code for some stochastic volatility models widely used in derivatives pricing.
User: justthequant
derivatives-pricing,Black-Scholes-Merton European Options Pricing
User: lahermes
derivatives-pricing,Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
User: lcsrodriguez
Home Page: https://lcsrodriguez.github.io/qf/cutting-edge/
derivatives-pricing,Quantitative analysis, strategies and backtests
User: letianzj
Home Page: https://letianzj.github.io/
derivatives-pricing,The repository for The Derivative Pricing in Practice Subject's Assignments
User: longtng
derivatives-pricing,Implementation of ISDA SIMM v2.3~2.6
User: meenmo
derivatives-pricing,An application used to price financial derivatives (options) via Black-Scholes and divided difference formulae. This application uses Policy-Based design and Template Metaprogramming.
User: mjolewis
derivatives-pricing,modeling FICC market with QuantLib
User: quhiquhihi
derivatives-pricing,The Greatest Collection of anything related to finance and crypto
User: sambacha
derivatives-pricing,Trade stocks and ETFs with free brokerage Robinhood and Perl
User: sanko
Home Page: https://metacpan.org/release/Finance-Robinhood
derivatives-pricing,A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
Organization: techfanetechnologies
Home Page: https://techfanetechnologies.github.io/risk_free_interest_rate/RiskFreeInterestRate.json
derivatives-pricing,The main focus of this repository is to analysis the fair price and the risk of the Auto-callable Reverse Convertible issued by Credit Suisse AG on 24/10/2017
User: thk-cheng
derivatives-pricing,An Excel integration of OpenGamma Strata.
User: tommasobelluzzo
derivatives-pricing,Excel/Python application of stochastic methods for financial analysis
User: w-mrt
derivatives-pricing,Programs to generate a term structure of spot interest rates and also calculate historical yield volatilities.
User: wrcarpenter
derivatives-pricing,DerivX Core Library
User: xurendong
derivatives-pricing,DerivX JavaScript Wrapper
User: xurendong
derivatives-pricing,DerivX Python Wrapper
User: xurendong
derivatives-pricing,Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
User: yuman-tam
derivatives-pricing,Vanilla option pricing and visualisation using Black-Scholes model in pure Python
User: yzoz
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