quantfin
Option modeler
A Haskell-based implementation of financial modeling and Monte Carlo simulation for option pricing
quant finance in pure haskell
138 stars
17 watching
12 forks
Language: Haskell
last commit: over 6 years ago
Linked from 2 awesome lists
Related projects:
| Repository | Description | Stars |
|---|---|---|
| | Provides tools for pricing and analyzing financial derivatives in Python | 501 |
| | Provides solutions to mathematical modeling and computation problems in finance using Python | 516 |
| | A PyTorch quantization backend for models. | 847 |
| | A comprehensive Python library for pricing exotic financial options and contracts using various analytical and numerical methods. | 83 |
| | Calculates option prices and Greeks using Black's formulas with extended support for Black-Scholes and Black-Scholes-Merton. | 687 |
| | Framework for testing and evaluating trading strategies using Python | 718 |
| | A repository of quantitative finance and algorithmic trading strategies and analyses. | 326 |
| | A Python library that mimics key features of the Haskell programming language. | 862 |
| | Software package for simulating the dynamics of quantum systems in general | 27 |
| | A collection of Python notebooks focused on quantitative finance and derivatives pricing using the QuantLib library. | 151 |
| | A comprehensive training platform providing educational materials and resources for quantitative finance concepts taught through Jupyter Notebooks. | 397 |
| | Provides a general framework for option pricing in MATLAB using the PROJ method and various models | 176 |
| | An exact diagonalization and quantum dynamics package for many-body systems | 25 |
| | A Python-based backtesting and live trading package for quantitative traders. | 541 |
| | Provides R interface to QuantLib library for quantitative finance analysis | 121 |