derivative-pricing

There are 5 repositories under derivative-pricing topic.

• quantsbin / Quantsbin

  Quantitative Finance tools

  pythonfinancequantsquantitative-financederivativesderivative-pricingoption-pricingoptionsblackscholesbinomial-treemonte-carlo-simulationmonte-carlo-methods
  Language:Python 463
• jupyter-notebooks

  frontmark / jupyter-notebooks

  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks

  derivative-pricingfinance-derivativesyield-curves-calibrationvolatility-modelingoption-pricingequity-options
  Language:Jupyter Notebook 37

• polyphilz / pricing-weather-derivatives

  Pricing weather futures using an ARIMA model and 8 years' worth of scraped weather data.

  derivative-pricingfinancepythonr
  Language:Python 21

• aafulei / book-stochastic-calculus-for-finance

  My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.

  stochastic-calculusderivative-pricing
  17

• jaisal1024 / options_realtime_modeling

  real-time predictive options model - mathematical modeling

  quantitative-financederivative-pricingtradierpyplotiex-api
  Language:Jupyter Notebook 9

• danielnegrini / livro-derivativos-e-risco-de-mercado

  Repositório com o código-fonte do Derivativos e Risco de Mercado

  derivative-pricingderivativesriskmarketmarket-risk
  Language:Jupyter Notebook 6

• ccjeremylo / FinEng-in-IRFX

  Financial Engineering in IRFX in C++

  derivative-pricingstochastic-volatilityhjmexotic-optionsmonte-carlo-methodscmakecurve-constructioninterest-rate-derivativespybind11lmmsabr-modelhull-whitepython-bindings
  Language:Jupyter Notebook 1

• iLampard / Fin_Math_Note

  Note on financial mathematics

  financial-engineeringderivative-pricingfinancial-mathematics
  Language:TeX 1