heston-model topic

Collection of notebooks about quantitative finance, with interactive python code.

cantaro86

Financial Derivatives Calculator with 168+ Models (Options Calculator)

AnthonyBradford

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

jkirkby3

Python Financial ENGineering (PyFENG package in PyPI.org)

PyFE

A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM

jerryxyx

Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter Jäckel and Roger Lord. Includes Black-Scholes-Merton option pricing and implied volatility estimation....

jcfrei

Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

ArturSepp

Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

Robin-Guilliou