Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
☆10May 1, 2021Updated 4 years ago
Alternatives and similar repositories for Derivatives_Pricing_Models
Users that are interested in Derivatives_Pricing_Models are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆22Mar 7, 2024Updated 2 years ago
- On-going project: I will be implementing a combination of pairs trading strategies in attempt to see which type performs best after backt…☆14Jul 20, 2024Updated last year
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆34Aug 18, 2020Updated 5 years ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Jul 18, 2020Updated 5 years ago
- Using Python and Gephi to map and visualize personal twitter networks☆21Jun 6, 2020Updated 5 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Simulation of delta hedging☆18Jul 15, 2020Updated 5 years ago
- Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark☆16Dec 19, 2019Updated 6 years ago
- Experimental Research on Social Networks☆26Jul 19, 2016Updated 9 years ago
- An xVA quantitative library written in python using tensorflow☆17Jan 7, 2026Updated 2 months ago
- Программа ТАХОМЕТР ТРЕЙДЕРА для получения исторических данных по акциям☆12Feb 16, 2024Updated 2 years ago
- XML search engine☆36Jan 27, 2022Updated 4 years ago
- FastImp is a wideband impedance extraction program for 3D geometries☆13Nov 6, 2017Updated 8 years ago
- DiagSet: a dataset for prostate cancer histopathological image classification☆39May 30, 2024Updated last year
- Options Pricing using Finite Difference Methods☆16May 24, 2017Updated 8 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- A curated list of awesome quantum computing resources. Inspired by the various awesome-* projects☆11Feb 26, 2017Updated 9 years ago
- List: Research Experience for Undergrads☆37Apr 26, 2021Updated 4 years ago
- ☆19Nov 3, 2025Updated 4 months ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆13Jun 1, 2018Updated 7 years ago
- Automatically exported from code.google.com/p/maygard☆19Mar 18, 2015Updated 11 years ago
- A curated list of Awesome Functional Programming resources for Arduino and other microcontrollers. (Arduino, Adafruit, ESP32, ATmega, TI …☆11May 30, 2020Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Sep 22, 2020Updated 5 years ago
- CH485 - Artificial Intelligence and Chemistry☆14Jan 1, 2020Updated 6 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- A simple indexing program to quickly search through source code.☆22May 19, 2014Updated 11 years ago
- Genetic based optimization prior to standard backpropagation, the accompanying medium article can be found here☆15Jan 3, 2020Updated 6 years ago
- A ngram indexing implement in Go☆12Oct 13, 2022Updated 3 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆23Feb 16, 2021Updated 5 years ago
- Scrappy script scraping robot☆36Apr 2, 2021Updated 4 years ago
- A distributed filesystem in spirit of the Google FS and Hadoop, written in Go.☆24Mar 13, 2014Updated 12 years ago
- A guide on how to enable Cross-Origin Resource Sharing (CORS) in Open Liberty: https://openliberty.io/guides/cors.html☆11Mar 1, 2026Updated 3 weeks ago
- Priority queue for C☆12Mar 28, 2023Updated 2 years ago
- Algorithmic multi-greek hedges using Python☆21Dec 6, 2020Updated 5 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆36Feb 15, 2022Updated 4 years ago
- Calculate IPv6 and NAT64 reachability scores for websites☆11Feb 21, 2017Updated 9 years ago
- Workshop Materials "Advanced Bayesian Statistical Modeling in R and Stan "☆12Nov 23, 2023Updated 2 years ago
- Common libseccomp container code written in Go☆14Aug 28, 2020Updated 5 years ago
- HA LDAP based key/value solution for projects configuration storing with multi master replication support☆12Apr 22, 2020Updated 5 years ago
- Simple VPN implementation in Go☆11Dec 27, 2016Updated 9 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆65Jan 5, 2020Updated 6 years ago