Quantsbin
Derivatives calculator
Provides tools for pricing and analyzing financial derivatives in Python
Quantitative Finance tools
501 stars
16 watching
69 forks
Language: Python
last commit: over 1 year ago
Linked from 1 awesome list
binomial-treeblackscholesderivative-pricingderivativesfinancemonte-carlo-methodsmonte-carlo-simulationoption-pricingoptionspythonquantitative-financequants
Related projects:
Repository | Description | Stars |
---|---|---|
jkirkby3/fypy | A comprehensive Python library for pricing exotic financial options and contracts using various analytical and numerical methods. | 83 |
auto-differentiation/quantlib-risks-py | Provides fast risk calculations using the QuantLib Python library with automatic differentiation | 10 |
mgroncki/ipythonscripts | A collection of Python notebooks focused on quantitative finance and derivatives pricing using the QuantLib library. | 151 |
lingyixu/quant-finance-with-python-code | A repository of Python code examples for quantitative finance applications | 99 |
paulperry/quant | A repository of quantitative finance and algorithmic trading strategies and analyses. | 326 |
constverum/quantdom | Framework for testing and evaluating trading strategies using Python | 718 |
lechgrzelak/quantfinancebook | Provides solutions to mathematical modeling and computation problems in finance using Python | 516 |
romanmichaelpaolucci/q-fin | A Python library for mathematical finance and option pricing with object-oriented programming, stochastic modeling, and simulation. | 397 |
enthought/pyql | A Cython-based wrapper library for QuantLib financial calculations | 1,012 |
artursepp/quantinveststrats | An analytics package for financial data and quantitative investment strategies | 198 |
alpha-miner/finance-python | A Python library providing financial calculation tools and technical indicators. | 746 |
pythoncharmers/quantfinance | A comprehensive training platform providing educational materials and resources for quantitative finance concepts taught through Jupyter Notebooks. | 397 |
boundedvariation/quantfin | A Haskell-based implementation of financial modeling and Monte Carlo simulation for option pricing | 138 |
domokane/financepy | A comprehensive Python library for pricing and risk management of financial derivatives. | 2,179 |
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 |