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.
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
Related projects:
Repository | Description | Stars |
---|---|---|
attack68/rateslib | A Python library designed to facilitate fixed income analysis with pricing tools and risk calculations | 153 |
mgroncki/ipythonscripts | A collection of Python notebooks focused on quantitative finance and derivatives pricing using the QuantLib library. | 150 |
jkirkby3/fypy | A comprehensive Python library for pricing exotic financial options and contracts using various analytical and numerical methods. | 79 |
romanmichaelpaolucci/q-fin | A Python library for mathematical finance and option pricing with object-oriented programming, stochastic modeling, and simulation. | 396 |
federicomariamassari/willowtree | An efficient Python implementation of a derivatives pricing model that models standard Brownian motion and offers fast and accurate pricing of derivative contracts. | 240 |
pmorissette/ffn | A Python library providing financial functions and utilities for quantitative finance analysis | 2,035 |
griffinaustin/pynance | A lightweight Python library for assembling and analyzing financial data | 317 |
yhilpisch/dx | A Python-based financial analytics library for modeling and valuing complex derivatives instruments and portfolios | 714 |
quantsbin/quantsbin | Provides tools for pricing and analyzing financial derivatives in Python | 500 |
dbrojas/optlib | A Python library for pricing financial options using closed-form solutions and TDAmeritrade API | 659 |
yhilpisch/dawp | A collection of Python codes and Jupyter Notebooks for derivatives analytics and algorithmic trading | 594 |
alpha-miner/finance-python | A Python library providing financial calculation tools and technical indicators. | 747 |
financedata/financedatareader | A Python library for retrieving financial data from various exchanges and indexes. | 1,180 |
attack68/book_irds3 | A repository of code and examples for pricing interest rate derivatives | 59 |
dedwards25/python_option_pricing | Provides a Python library for calculating the prices of various types of financial options using closed-form solutions. | 650 |