finance-derivatives

There are 6 repositories under finance-derivatives topic.

• defiprime1

  defiprime / defiprime1

  All things #DeFi - trustless and transparent financial products built on top of the blockchain.

  defidecentralizedblockchainblockchain-technologyethereumethereum-blockchainethereum-dappethereum-tokenethereum-walletetherethereum-contractblockchain-platformblockchain-walletfinancefinance-derivativesfinance-managementfinancesopen-financeopen-finances
  Language:SCSS 150

• vslee / IEXSharp

  IEX Cloud API for C# and other .net languages. Supports SSE streaming

  iexiex-apiiexcloudiextradingiexfinance-apiiex-trading-apiiex-stockiex-tradingapifinance-datamarket-datamarketdatafinancefinance-apifinance-derivativessdkcsharpiex-cloud-apidotnetsse-streaming
  Language:C# 91
• 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 38

• JackJacquier / SABR-Implied-Volatility

  SABR Implied volatility asymptotics

  finance-derivativesquantitative-financevolatility-modelingvolatility-smile
  Language:Jupyter Notebook 23

• wateryan / greeks

  Simple library for calculation of options value and greeks using the Black-Scholes model

  rustfinance-derivativesfinance
  Language:Rust 12

• cmhein / implvol

  Implied volatility of options

  roption-pricingimplied-volatilityfinancefinance-derivatives
  Language:C++ 10
• Forex-and-Stock-Python-Trade-Model

  Okrugnosti / Forex-and-Stock-Python-Trade-Model

  Trend trading model in the financial market using machine learning algorithms. The machine learning algorithm predicts the result of the transaction of the base trading model and predicts the price of the next timeframe.

  python3machine-learningforex-tradingstock-tradingdata-analysisalgoritmic-tradingalgorithmicexchangefinance-derivativesinvestment-strategiesquantitative-tradingquantitative-analysis
  Language:HTML 10

• RobinsonGarcia / delta-hedging

  financefinance-derivatives
  Language:Jupyter Notebook 9

• RobinsonGarcia / fixed-income

  financefixed-incomefinance-derivatives
  Language:Jupyter Notebook 6

• mbergin / asx24itch

  C++ parser for ASX 24 ITCH messages

  itchasxcppmarket-datafinancefinance-derivatives
  Language:C++ 4

• asiron / fincontracts-cli

  CLI for interacting with Ethereum fincontracts

  ethereumfinance-derivativesfront-endsolidity
  Language:JavaScript 2

• alebellotta / python_code

  In this repository you can find some Python scripts.

  finance-derivatives
  0

• RobinsonGarcia / derivatives-pricing

  finance-derivativesfinance
  Language:Jupyter Notebook 0

• shimamura33 / MasterThesisCode

  This is the storage folder of code files for my Masters Thesis named "Corporate Bond Defaults: Models and Simulations".

  simulationdiffusion-processmathematical-modellingfinance-derivatives
  Language:R 0

• oc-will-holtam / financial-derivatives

  Financial derivatives analysis

  finance-derivatives
  Language:Python

• pontazaricardo / Finance_American_Zero-coupon-bond

  This program calculates the price of a x-year American-style (put or call) option on a zero-coupon bond that matures at year y with a par value of 1 dollar.

  couponsamericanpricebetacoupon-bondparfinance-americanzero-couponputcallfinance-derivatives
  Language:MATLAB

• yurikoval / funding_calendar

  Perpetual Swap Funding calendar generator

  cryptocurrencytradingfinance-derivativesfinance-data
  Language:Ruby