Alternatives and similar repositories for heston

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

• R-Finance / Meucci
  ☆46Updated 9 years ago
• pingfcc99 / FixedIncomeQuantTrading
  ☆18Updated 7 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆117Updated 8 years ago
• jonathancornelissen / highfrequency
  The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…
  ☆160Updated 2 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆15Updated 9 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆32Updated 5 months ago
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆168Updated 7 years ago
• VermeirJellen / Financial_Risk_Modeling_Research
  Practical applications towards risk-centric portfolio management
  ☆46Updated 9 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆37Updated 6 years ago
• klausspanderen / RHestonSLV
  ☆17Updated 4 years ago
• tcpedersen / anderson-lake-python
  Full Python implementation of the Heston pricing algorithm developed in the article by Leif Anderson and Mark Lake in their article Robus…
  ☆22Updated 5 years ago
• Robot-Wealth / trader-tales
  ☆95Updated last month
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆69Updated 6 years ago
• dselivanov / convbond
  convertible bond pricing
  ☆13Updated 11 years ago
• JustinMShea / ExpectedReturns
  ☆55Updated 3 months ago
• omartinsky / PYBOR
  PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python
  ☆41Updated last year
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆33Updated 11 years ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆83Updated last year
• arraystream / fftoptionlib
  FFT-based Option Pricing Methods in Python
  ☆59Updated 7 years ago
• MarcosCarreira / BrazilianDerivatives
  Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
  ☆17Updated last year
• aaaquants / LSTM-trading
  ☆25Updated 7 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆64Updated 6 months ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆54Updated 4 years ago
• PyFE / PyfengForPapers
  Python Code for Quantitative Finance Papers
  ☆44Updated last year
• junyanxu / Python-Heston-Option-Pricer
  ☆20Updated 8 years ago
• yadongli / nyumath2048
  NYU Math-GA 2048: Scientific Computing in Finance
  ☆110Updated 5 years ago
• NikitaD1 / Estimating-term-structure-of-interest-rate-with-Kalman-Filter
  Repository for simulation and estimation of CIR one factor model parameters
  ☆12Updated 7 years ago
• bstemper / deep_rough_calibration
  C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.
  ☆37Updated 7 years ago
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆135Updated 4 years ago
• BessieChen / R-in-Finance
  This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …
  ☆51Updated 7 years ago