MarcosCarreira / DermanPapersLinks
Notebooks that replicate original quantitative finance papers from Emanuel Derman
☆502Updated 8 years ago
Alternatives and similar repositories for DermanPapers
Users that are interested in DermanPapers are comparing it to the libraries listed below
Sorting:
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆441Updated 5 years ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆248Updated 7 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆794Updated 5 months ago
- Resources for Quantitative Finance☆771Updated last year
- Quantitative Finance tools☆558Updated 2 years ago
- SABR model Python implementation☆528Updated 3 years ago
- A Python library for mathematical finance☆498Updated 2 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆443Updated 7 years ago
- Recreate EP Chan algo trading book strategies☆413Updated 7 years ago
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆296Updated 7 years ago
- Lightweight Python library for assembling and analysing financial data☆386Updated 4 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆830Updated 2 years ago
- ☆261Updated last year
- A framework for quantitative finance In python.☆878Updated 2 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆241Updated 8 months ago
- A library for financial options pricing written in Python.☆1,091Updated 2 years ago
- Quantitative Finance book☆749Updated 6 months ago
- Goldman Sachs - Quantitative Strategies Research Notes☆377Updated 5 years ago
- Sources codes for: Mastering Python for Finance, Second Edition☆433Updated last month
- Here you will find materials for the course of Computational Finance☆464Updated last year
- Top training materials in quantitative finance☆499Updated 2 months ago
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,255Updated 5 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆456Updated 2 weeks ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆490Updated last year
- ☆244Updated last year
- Cython QuantLib wrappers☆1,132Updated 2 months ago
- Open sourced research notebooks by the QuantConnect team.☆673Updated last year
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆810Updated last year
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆738Updated last week
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆584Updated 9 months ago