Alternatives and similar repositories for QuantitativeDerivativeModels

Users that are interested in QuantitativeDerivativeModels are comparing it to the libraries listed below

• nburgessx / QuantResearch
  Quant Research
  ☆90Updated last month
• PyFE / PyfengForPapers
  Python Code for Quantitative Finance Papers
  ☆41Updated last year
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆119Updated 2 weeks ago
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆101Updated 2 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆177Updated last month
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆241Updated 8 months ago
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆155Updated last year
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆83Updated last year
• chenenen13 / Trading-Strategies
  ☆82Updated 11 months ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆92Updated 7 months ago
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆21Updated 2 months ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆45Updated 2 years ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆129Updated last week
• vilen22 / sofr
  SOFR curve bootstrapping
  ☆27Updated 5 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆159Updated last week
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆266Updated 2 weeks ago
• MerinoRaul / IntroFinancialDerivatives
  ☆32Updated 2 years ago
• streater512 / MLforFinance
  ☆42Updated 2 years ago
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆70Updated last year
• JackJacquier / python-for-finance
  Python for Finance module for Imperial MSc in Mathematics and Finance
  ☆107Updated this week
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆92Updated 4 years ago
• fp1acm8 / Analysis-of-Financial-Time-Series
  Semi-automatic analysis of a financial series using Python.
  ☆13Updated 3 years ago
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆62Updated 6 months ago
• JoaoJungblut / QuantFinanceTraining
  This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…
  ☆36Updated last year
• JynxC98 / quantitative_finance
  Codes for the concepts related to quantitative finance
  ☆58Updated 2 weeks ago
• svenhsia / Calibrating-Rough-Volatility-Models-with-Deep-Learning
  This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.
  ☆52Updated 6 years ago
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆86Updated 3 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 5 years ago
• vilen22 / curve-building
  Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.
  ☆22Updated 6 years ago