Financial Engineering in Python

Financial Engineering in Python's repositories

Python Financial ENGineering (PyFENG package in PyPI.org)

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Python Code for Quantitative Finance Papers

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Financial Engineering in R

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The R code of the "Sum of all Black-Scholes-Merton models" paper

Language:RMIT1 20

Matlab code for Choi & Shin (2016)

Language:MATLABGPL-2.0010

The R code sets for "Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution"

Language:RMIT020

The R code set for "Normal Stochastic Volatility Model" paper.

MIT020