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icej1324's starred repositories

quadpy

:triangular_ruler: Numerical integration (quadrature, cubature) in Python

75600

intro2stats

Introduction to Statistics using Python

Language:Jupyter Notebook89600

QuantLib-SWIG

QuantLib wrappers to other languages

Language:SWIGNOASSERTION33800

QuantLib

The QuantLib C++ library

Language:C++NOASSERTION517500

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.

Language:PythonMIT7400

pymle

Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)

Language:PythonMIT4200

PROJ_Option_Pricing_Matlab

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Language:MATLABMIT16900

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