frmcalcs's starred repositories
public-apis
A collective list of free APIs
Vasicek_CIR_HoLee_HullWhite_Models_Python
Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes
statsmodels
Statsmodels: statistical modeling and econometrics in Python
Synthetic-NEM-2000bus-Data
This repository contains the Matpower files of a synthetic network model for National Electricity Market (NEM) of Australia.
Stochastic-Volatility-Model-Calibration
Calibration of Heston Model, Local Heston Model, Rough Bergomi Model (Deep Calibration)
rough_bergomi
A Python implementation of the rough Bergomi model.
StochasticLocalVolatilityModels
Stochastic local volatility model calibration
LSV-SabrModel
Testing the Local-Stochastic volatility model for forward rates following Bang 2018
vanilla-option-pricing
Stochastic models to price financial options
tf-quant-finance
High-performance TensorFlow library for quantitative finance.
django-unicorn
The magical reactive component framework for Django ✨
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
django-tables2
django-tables2 - An app for creating HTML tables
snipping-tool
Snipping tool in Python
cryptocompy
Simple Python 3 wrapper for the public CryptoCompare API.
Time-series---deep-learning---state-of-the-art
Scientific time series and deep learning state of the art