Jspano95 / Derivatives_Pricing_Models
Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
☆10Updated 3 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
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆56Updated 5 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆64Updated 5 years ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆24Updated 4 years ago
- fe621 is a Python library that provides functionality for lattice based derivative pricing models, exotic option picing, Monte Carlo simu…☆9Updated 5 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆122Updated 3 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆12Updated last year
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆126Updated 2 years ago
- Algo options trading using machine learning.☆11Updated 3 years ago
- Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.☆23Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- ☆54Updated 6 years ago
- A library of quantiative algorithms for algorithmic trading implemented with Python☆62Updated 3 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆94Updated 2 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆17Updated last year
- Algorithmic Trading Software with Interactive Brokers TWS API☆28Updated 3 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Quantitative Algorithmic Trading Arbitrage Bot for High Frequency Trading (HFT). Martha_Stewart executes trades at the best price by capi…☆49Updated 2 years ago
- Options Trader written in Python based off the ib_insync library.☆48Updated last year
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆19Updated 4 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year
- A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing vari…☆40Updated 4 years ago
- Predictive algorithm for forecasting the mexican stock exchange. Machine Learning approach to forecast price and Indicator behaviours of …☆38Updated 2 years ago
- Different quantitative trading models research☆52Updated 3 months ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆74Updated 3 years ago
- Implementations of Leading Algorithms in Quantitative Finance☆47Updated 7 years ago
- ☆28Updated 2 years ago
- By means of stochastic volatility models☆43Updated 5 years ago