Alternatives and similar repositories for OptionPricing

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

• goutham-fin / BCF-Workshop
  Materials for the mini-course on deep learning and macro-finance.
  ☆22Updated last year
• J-Kahn / estimating-dynamic-corporate
  Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"
  ☆23Updated 8 years ago
• goutham-fin / MacroFinance
  ☆15Updated 4 years ago
• AlexMeyer-Gohde / Rep-MMB
  Replication Toolbox of the Macroeconomic Model Data Base (MMB)
  ☆13Updated 7 months ago
• Mekahou / Fun-Stuff
  ☆15Updated last year
• tcaravello / mp_modelcnfctls
  Replication Files for "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?" by Caravello, McKay & Wolf
  ☆15Updated 2 months ago
• AndreaPasqualini / numerical_methods_macroeconomics
  A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…
  ☆38Updated 4 years ago
• FanWangEcon / CodeDynaAsset
  Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models
  ☆23Updated 5 years ago
• vfitoolkit / IntroToLifeCycleModels
  Gradually build up a life-cycle model
  ☆21Updated 3 months ago
• cschesch / spectral-heterogeneous-agents
  Pseudospectral Methods for Continuous-Time Heterogeneous-Agent Models
  ☆14Updated last year
• shade-econ / goethe-workshop-2024
  Code for the Goethe Heterogeneous-Agent Macro Workshop, June 2024
  ☆33Updated last year
• hessjacob / Quantitative-Macro-Models
  A collection of macroeconomic models with heterogenous agents written in python and matlab by me.
  ☆97Updated last year
• jdebacker / CompEcon_Fall21
  ECON 833: Computational Methods for Economists
  ☆19Updated 3 years ago
• SparseGridsForDynamicEcon / SparseGrids_in_econ_handbook
  Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)
  ☆42Updated last year
• forket86 / ANNEA
  ANN-based Expectations Algorithm applied to the Neoclassical Investment Model
  ☆10Updated 2 years ago
• FredericMartenet / OLGHA
  Overlapping Generations Heterogeneous Agents (OLGHA) Model
  ☆23Updated 3 years ago
• gboehl / pydsge
  A package to simulate, filter, and estimate DSGE models with occasionally binding constraints
  ☆59Updated 4 months ago
• ralphluet / perturbation_codes
  This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…
  ☆28Updated 5 years ago
• JohannesPfeifer / winberryAlgorithmCodes
  Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models
  ☆25Updated 3 years ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆16Updated last year
• caimichael / macrofoundations_notes
  Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.
  ☆15Updated 7 years ago
• sischei / Deep_Learning_For_Dynamic_Econ
  ☆31Updated last year
• KekreLenel / MPR
  Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"
  ☆13Updated last year
• hyperfra / Empirical_Macroeconomics
  This is a 12 classes course in Empirical Macroeconomics methods to identify shocks
  ☆24Updated 3 months ago
• ClimateChangeEcon / Climate_in_Climate_Economics
  ☆19Updated last year
• wupeifan / NumericalMethod_Notes
  Slides for teaching numerical methods in quantitative macroeconomics
  ☆13Updated 3 years ago
• frankhan91 / DeepHAM
  ☆43Updated last year
• ocamp020 / PhD_Macro_Course_Western
  Repository for the Advanced Macroeconomics II course of Western University
  ☆28Updated 2 years ago
• hirothreading / dynare_files
  Dynare .mod files for macroeconomic DSGE models
  ☆12Updated 9 months ago
• SparseGridsForDynamicEcon / HDMR
  Example codes for the SIAM Journal on Scientific Computing (SISC) paper "High-Dimensional Dynamic Stochastic Model Representation"
  ☆21Updated last year