SebastienEveno / exotxLinks
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
☆14Updated last year
Alternatives and similar repositories for exotx
Users that are interested in exotx are comparing it to the libraries listed below
Sorting:
- Calibrating market quoted implied volatilities across tenors and maturities for pricing of Swaptions☆19Updated 8 years ago
- Interest-rate modeling and Fixed Income Pricing in Python☆13Updated 4 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- Fixed income related calculations in Python☆20Updated 4 years ago
- Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.☆14Updated last year
- modeling FICC market with QuantLib☆21Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- A Qt GUI interface and build system for QuantConnect's Lean☆20Updated 4 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 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 2 years ago
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- Currency Binary Option Pricing with 3 methods and implied smile☆27Updated 6 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆122Updated 8 months ago
- ☆45Updated 2 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆29Updated last week
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆49Updated 6 months ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆16Updated 6 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Fama-French models, idiosyncratic volatility, event study☆33Updated 3 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last week
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆49Updated 4 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Updated 2 months ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆37Updated 7 years ago