Projects in Awesome Lists tagged with derivatives-pricing

https://github.com/letianzj/quantresearch

Quantitative analysis, strategies and backtests

algorithmic-trading algotrading asset-allocation asset-management backtesting-trading-strategies backtests data-science deep-learning derivatives-pricing financial-analysis machine-learning pairs-trading portfolio-management quantitative-finance quantitative-trading reinforcement-learning risk-management statistical-arbitrage trading-algorithms trading-strategies

Last synced: 14 Apr 2025

https://github.com/letianzj/QuantResearch

Quantitative analysis, strategies and backtests

algorithmic-trading algotrading asset-allocation asset-management backtesting-trading-strategies backtests data-science deep-learning derivatives-pricing financial-analysis machine-learning pairs-trading portfolio-management quantitative-finance quantitative-trading reinforcement-learning risk-management statistical-arbitrage trading-algorithms trading-strategies

Last synced: 30 Mar 2025

https://github.com/domokane/financepy

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

asset-allocation bonds credit currency derivatives derivatives-pricing finance fixed-income investment numba pricing python risk risk-management students valuation

Last synced: 23 Apr 2025

https://github.com/domokane/FinancePy

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

asset-allocation bonds credit currency derivatives derivatives-pricing finance fixed-income investment numba pricing python risk risk-management students valuation

Last synced: 22 Mar 2025

https://github.com/dbrojas/optlib

A library for financial options pricing written in Python.

api-client derivatives derivatives-pricing finance options stocks tdameritrade-api volatility

Last synced: 15 Nov 2024

https://github.com/federicomariamassari/willowtree

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

derivatives-pricing financial-engineering python-3 standard-brownian-motion willow-tree

Last synced: 05 Apr 2025

https://github.com/sambacha/compendium

The Greatest Collection of anything related to finance and crypto

bitcoin commodities cryptocoins cryptocurrency derivatives derivatives-pricing erc20 erc721 ethereum finance futures isda legal-documents markets regulatory stock-market supplychain tokens trade trading

Last synced: 10 Apr 2025

https://github.com/jialuechen/torchquant

PyTorch Extension Library for Quantitative Finance

automatic-differentiation deep-learning derivatives-pricing malliavin-calculus numerical-methods optimal-transport pytorch quantitative-finance quantlib risk-management

Last synced: 05 Apr 2025

https://github.com/gabrielepompa88/pyBlackScholesAnalytics

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

blackscholes derivatives derivatives-pricing digital-options educational educational-project finance greeks option-strategies portfolio-management profit-loss quant quantitative-finance tutorials

Last synced: 30 Mar 2025

https://github.com/jialuechen/tfq-finance

Quantum Finance Library

cirq data-science derivatives-pricing high-frequency-trading machine-learning model-calibration physics portfolio-optimization quantitative-finance quantum-classical quantum-computing quantum-finance risk-management tensorflow-quantum

Last synced: 02 Mar 2025

https://github.com/attack68/rateslib

A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

bonds cross-currency currency curves derivatives derivatives-pricing finance fixed-income fx inflation inflation-linked interest-rates investment python risk risk-management students swaps trading treasury