artkb99's repositories
simple-statistics
simple statistics for node & browser javascript
ISC000
QuantLib
The QuantLib C++ library
NOASSERTION000
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.
MIT000
Javascript
A repository for All algorithms implemented in Javascript (for educational purposes only)
GPL-3.0000
PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
MIT000
pymle
Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
000
statistics
A fast, high quality library for computing with statistics in Haskell.
BSD-2-Clause000