Alternatives and similar repositories for quantitative_derivatives_models

Users that are interested in quantitative_derivatives_models are comparing it to the libraries listed below

• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆235Updated 5 months ago
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆93Updated 2 years ago
• chenenen13 / Trading-Strategies
  ☆81Updated 7 months ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆82Updated 11 months ago
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆20Updated last year
• LechGrzelak / FinancialEngineering_IR_xVA
  ☆226Updated last year
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆81Updated 3 years ago
• nburgessx / nburgessx.github.io
  Web Repository
  ☆9Updated 3 years ago
• fischlerben / Algorithmic-Trading-Project
  Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…
  ☆30Updated 4 years ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆45Updated last year
• nburgessx / QuantResearch
  Quant Research
  ☆82Updated 4 months ago
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆260Updated last week
• beratkirik / CPP-Programming-for-Financial-Engineering
  QuantNet course on C++ programming (completed with Certificate with Distinction)
  ☆67Updated 2 years ago
• MerinoRaul / IntroFinancialDerivatives
  ☆29Updated 2 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆167Updated last month
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆135Updated last year
• shubhamjw10 / Finance-Datascience-Porfolio
  This repository displays my work in finance and economics datascience for future employers and collaborators.
  ☆10Updated 2 years ago
• vilen22 / sofr
  SOFR curve bootstrapping
  ☆26Updated 5 years ago
• yukigiusy / My-researches
  Hi, here is a collection of researches and codes on cool topics for me written during my free time!
  ☆21Updated last week
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆117Updated 3 weeks ago
• streater512 / MLforFinance
  ☆41Updated 2 years ago
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated 2 years ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆114Updated last week
• AnnaSkarpalezou / Portfolio-Optimization-using-Machine-Learning
  This repository is the result of our work for the course CSCI-SHU 360 Machine Learning
  ☆62Updated 4 years ago
• robcarver17 / pysystemtrade_examples
  Examples using pysystemtrade for my blog qoppac.blogspot.com
  ☆244Updated 7 years ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆87Updated 4 months ago
• SparkAbhi / SignalProcessingWithPython
  Signal processing examples in python
  ☆148Updated 5 years ago
• LechGrzelak / Computational-Finance-Course
  Here you will find materials for the course of Computational Finance
  ☆439Updated last year
• TheQuantPy / youtube-tutorials
  Collection of resources used on QuantPy YouTube channel.
  ☆234Updated last year