Alternatives and similar repositories for CPP-design-pattern-derivatives-pricing

Users that are interested in CPP-design-pattern-derivatives-pricing are comparing it to the libraries listed below

• amuguruza / NN-StochVol-Calibrations
  We implement the paper: Deep Learning Volatility
  ☆198Updated 5 years ago
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆158Updated last year
• beratkirik / CPP-Programming-for-Financial-Engineering
  QuantNet course on C++ programming (completed with Certificate with Distinction)
  ☆75Updated 3 years ago
• nicholashestand / Active_Portfolio_Management
  Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn
  ☆107Updated 4 years ago
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆242Updated 9 months ago
• jkirkby3 / PROJ_Option_Pricing_Matlab
  Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…
  ☆203Updated last year
• NehrenD / algo_trading_and_quant_strategies
  Supplemental Material for Algorithmic Trading and Quantitative Strategies
  ☆300Updated 4 years ago
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆167Updated 7 years ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆95Updated 7 years ago
• asavine / CompFinance
  Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
  ☆188Updated 4 years ago
• jerryxyx / AlphaTrading
  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…
  ☆378Updated 7 years ago
• felixkylo82 / options-pricing
  C++ implementation of options pricing models
  ☆76Updated 7 years ago
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆122Updated last month
• LechGrzelak / FinancialEngineering_IR_xVA
  ☆247Updated last year
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆83Updated last year
• Leefinance / Quantitative-finance-papers-using-deep-learning
  ☆158Updated 2 years ago
• xuruilong100 / QuantLibPythonExamples
  Reimplementing QuantLib examples by Python
  ☆66Updated 3 years ago
• s0ap / gs-quantitative-strategies-research-notes
  Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
  ☆328Updated last month
• JackJacquier / python-for-finance
  Python for Finance module for Imperial MSc in Mathematics and Finance
  ☆107Updated last week
• ryanmccrickerd / rough_bergomi
  A Python implementation of the rough Bergomi model.
  ☆133Updated 7 years ago
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆135Updated 4 years ago
• thedatabeat / SVI
  ☆52Updated 8 years ago
• arraystream / fftoptionlib
  FFT-based Option Pricing Methods in Python
  ☆59Updated 7 years ago
• chenenen13 / Trading-Strategies
  ☆83Updated 11 months ago
• gregzanotti / dlsa-public
  Deep Learning Statistical Arbitrage
  ☆246Updated 3 years ago
• xialijun0801 / qfin
  Books for Quant Finance Interviews
  ☆82Updated 10 years ago
• svenhsia / Calibrating-Rough-Volatility-Models-with-Deep-Learning
  This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.
  ☆54Updated 6 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆188Updated 2 months ago
• PlamenStilyianov / Quant
  ☆447Updated 7 years ago
• nburgessx / QuantResearch
  Quant Research
  ☆91Updated last week