Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
Projects in Awesome Lists by jkirkby3
A curated list of projects in awesome lists by jkirkby3 .
https://github.com/jkirkby3/PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
american-options asian-option barrier-option bermudan-option black-scholes derivatives european-options fourier-transform heston-model jump-diffusion levy-processes lookback-option monte-carlo option-pricing options quant-finance quantitative-finance sabr stochastic-volatility-models variance-swap
Last synced: 14 Oct 2024
https://github.com/jkirkby3/fypy
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
black-scholes calibration finance fourier heston levy levy-processes option-pricing options-pricing pricing python quant quantitative-finance quantitative-trading sabr stochastic-volatility variance-gamma
Last synced: 14 Oct 2024