#Derivatives-pricing

Showing 20 of 20 repositories tagged #derivatives-pricing, ranked by stars

domokane
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.

Score
0
★ 3.0k ⑂ 414 +11/day
Jupyter Notebook
letianzj
letianzj
QuantResearch

Quantitative analysis, strategies and backtests

Score
0
★ 3.0k ⑂ 569
Jupyter Notebook
attack68
attack68
rateslib

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.

Score
100
★ 351 ⑂ 66 +2/day
AnthonyBradford
AnthonyBradford
optionmatrix

Financial Derivatives Calculator with 171+ Models (Options Calculator)

Score
71
★ 247 ⑂ 50
C++
sambacha
sambacha
compendium

The Greatest Collection of anything related to finance and crypto

Score
100
★ 211 ⑂ 29
Jupyter Notebook
jialuechen
jialuechen
torchquant

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

Score
86
★ 194 ⑂ 29 +1/day
Python
rust-dd
rust-dd
stochastic-rs

High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.

Score
93
★ 173 ⑂ 7 +1/day
Rust
YuMan-Tam
YuMan-Tam
deep-hedging

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

Score
64
★ 163 ⑂ 57
Jupyter Notebook
yzoz
yzoz
python-option-calculator

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

Score
57
★ 136 ⑂ 46
Python
gabrielepompa88
gabrielepompa88
pyBlackScholesAnalytics

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

Score
43
★ 126 ⑂ 34
Jupyter Notebook
sanko
sanko
Finance-Robinhood

Trade stocks and ETFs with free brokerage Robinhood and Perl

Score
0
★ 48 ⑂ 18
Perl
QuhiQuhihi
QuhiQuhihi
project_FICC_Quant

modeling FICC market with QuantLib

Score
21
★ 24 ⑂ 7
Jupyter Notebook
raphaelrrcoelho
raphaelrrcoelho
formal-mathfin

Formally verified mathematical finance in Lean 4. Black–Scholes/Greeks/PDE, Itô calculus, FTAP/Girsanov, CRR→BS convergence, Merton jump-diffusion.

Score
79
★ 20 ⑂ 5 +1/day
Lean
james-ralph8555
james-ralph8555
optionsVisualizer

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.

Score
29
★ 19 ⑂ 10
Python
andleb
andleb
derivatives

Derivatives pricing in modern C++.

Score
50
★ 18 ⑂ 4
C++
MerkleBlue
MerkleBlue
defimath

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

Score
50
★ 16 ⑂ 3
JavaScript
aakashagarwal778
aakashagarwal778
qdlib

Quantitative Derivatives Models

Score
36
★ 15 ⑂ 2
Jupyter Notebook
TommasoBelluzzo
TommasoBelluzzo
StrataXL

An Excel integration of OpenGamma Strata.

Score
14
★ 13 ⑂ 4
VBA
BaptisteZloch
BaptisteZloch
Structured-Products-in-Python

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

Score
0
★ 10 ⑂ 0
Jupyter Notebook
cm-jones
cm-jones
thales

An options trading bot

Score
7
★ 10 ⑂ 0
C++
Related Topics
#quantitative-finance#derivatives#finance#risk-management#black-scholes#trading#options#options-trading#investment#option-pricing#fixed-income#python

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