FinancePy

Derivatives Library

A comprehensive Python library for pricing and risk management of financial derivatives.

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

GitHub

2k stars
69 watching
321 forks
Language: Jupyter Notebook
last commit: about 2 months ago
Linked from 2 awesome lists

asset-allocationbondscreditcurrencyderivativesderivatives-pricingfinancefixed-incomeinvestmentnumbapricingpythonriskrisk-managementstudentsvaluation

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