Quantsbin

Derivatives calculator

Provides tools for pricing and analyzing financial derivatives in Python

Quantitative Finance tools

GitHub

501 stars
16 watching
69 forks
Language: Python
last commit: about 3 years ago
Linked from 1 awesome list

binomial-treeblackscholesderivative-pricingderivativesfinancemonte-carlo-methodsmonte-carlo-simulationoption-pricingoptionspythonquantitative-financequants

Backlinks from these awesome lists:

Related projects:

RepositoryDescriptionStars
jkirkby3/fypyA comprehensive Python library for pricing exotic financial options and contracts using various analytical and numerical methods.83
auto-differentiation/quantlib-risks-pyProvides fast risk calculations using the QuantLib Python library with automatic differentiation10
mgroncki/ipythonscriptsA collection of Python notebooks focused on quantitative finance and derivatives pricing using the QuantLib library.151
lingyixu/quant-finance-with-python-codeA repository of Python code examples for quantitative finance applications99
paulperry/quantA repository of quantitative finance and algorithmic trading strategies and analyses.326
constverum/quantdomFramework for testing and evaluating trading strategies using Python718
lechgrzelak/quantfinancebookProvides solutions to mathematical modeling and computation problems in finance using Python516
romanmichaelpaolucci/q-finA Python library for mathematical finance and option pricing with object-oriented programming, stochastic modeling, and simulation.397
enthought/pyqlA Cython-based wrapper library for QuantLib financial calculations1,012
artursepp/quantinveststratsAn analytics package for financial data and quantitative investment strategies198
alpha-miner/finance-pythonA Python library providing financial calculation tools and technical indicators.746
pythoncharmers/quantfinanceA comprehensive training platform providing educational materials and resources for quantitative finance concepts taught through Jupyter Notebooks.397
boundedvariation/quantfinA Haskell-based implementation of financial modeling and Monte Carlo simulation for option pricing138
domokane/financepyA comprehensive Python library for pricing and risk management of financial derivatives.2,179
federicomariamassari/willowtreeAn efficient Python implementation of a derivatives pricing model that models standard Brownian motion and offers fast and accurate pricing of derivative contracts.240