#Derivatives-pricing
Showing 20 of 20 repositories tagged #derivatives-pricing, ranked by stars
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Quantitative analysis, strategies and backtests
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
High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.
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
Trade stocks and ETFs with free brokerage Robinhood and Perl
modeling FICC market with QuantLib
Formally verified mathematical finance in Lean 4. Black–Scholes/Greeks/PDE, Itô calculus, FTAP/Girsanov, CRR→BS convergence, Merton jump-diffusion.
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++.
DeFiMath is open-source, high-performance Solidity library for Ethereum smart contract development
Quantitative Derivatives Models
An Excel integration of OpenGamma Strata.
"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