derivatives-pricing topic

List derivatives-pricing repositories

QuantResearch

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Quantitative analysis, strategies and backtests

FinancePy

1.9k
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295
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A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

optlib

597
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80
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A library for financial options pricing written in Python.

compendium

190
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31
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The Greatest Collection of anything related to finance and crypto

deep-hedging

141
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49
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Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.

pyBlackScholesAnalytics

106
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27
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Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

python-option-calculator

118
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43
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Vanilla option pricing and visualisation using Black-Scholes model in pure Python

willowtree

221
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25
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Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

Finance-Robinhood

43
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19
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Trade stocks and ETFs with free brokerage Robinhood and Perl

project_FICC_Quant

20
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6
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modeling FICC market with QuantLib