MarcosCarreira / DermanPapersLinks
Notebooks that replicate original quantitative finance papers from Emanuel Derman
☆501Updated 7 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☆432Updated 5 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆766Updated 2 months ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆244Updated 7 years ago
- Resources for Quantitative Finance☆757Updated last year
- Quantitative Finance tools☆554Updated 2 years ago
- SABR model Python implementation☆523Updated 3 years ago
- A Python library for mathematical finance☆486Updated last year
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆442Updated 7 years ago
- Recreate EP Chan algo trading book strategies☆409Updated 7 years ago
- ☆259Updated last year
- A library for financial options pricing written in Python.☆946Updated 2 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆813Updated 2 years ago
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆292Updated 7 years ago
- A framework for quantitative finance In python.☆869Updated 2 years ago
- Lightweight Python library for assembling and analysing financial data☆383Updated 4 years ago
- Quantitative Finance book☆686Updated 3 months ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆235Updated 5 months ago
- Goldman Sachs - Quantitative Strategies Research Notes☆359Updated 4 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆396Updated last week
- Top training materials in quantitative finance☆421Updated 10 months ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆470Updated last year
- Sources codes for: Mastering Python for Finance, Second Edition☆423Updated 3 weeks ago
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,213Updated 5 years ago
- Open sourced research notebooks by the QuantConnect team.☆634Updated last year
- Here you will find materials for the course of Computational Finance☆442Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆567Updated 6 months ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆814Updated last year
- Cython QuantLib wrappers☆1,121Updated 3 months ago
- ☆227Updated last year
- ☆140Updated last year