Quantitative analysis, strategies and backtests

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

A library for financial options pricing written in Python.

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

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

Financial Derivatives Calculator with 171+ Models (Options Calculator)

The Greatest Collection of anything related to finance and crypto

PyTorch for Quantitative Finance : Refine Derivatives Hedging and Pricing with Architecture Alightment in Operators

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

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

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

Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.

Trade stocks and ETFs with free brokerage Robinhood and Perl

Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)

Implementation of ISDA SIMM v2.3~2.6

A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.

modeling FICC market with QuantLib

DerivX Core Library

Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get current Greeks for a given option. European style options.

Derivatives pricing in modern C++.

An Excel integration of OpenGamma Strata.

Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.

"Structured Products in Python" project from Paris-Dauphine University lecture. This project is aimed to create a pricing engine for derivatives and structured products

An options trading bot

This repository contains pricing methods for equity European and American options. Monte Carlo and tree methods have been implemented for Black Scholes extensions (standard, with discrete dividend, and with single and double Normal jumps for corporate actions). This repository also contains an implementation of a Differential Evolution algorithm to back-solve model parameters given market data (read from JSON).

Excel/Python application of stochastic methods for financial analysis

Derivatives Pricing

RSCAM Group 1 Project (Multilevel Monte Carlo for SDEs)

DeFiMath is open-source, high-performance Solidity library for Ethereum smart contract development

Contains financial studies work, including capital markets, corporate finance and other topics.