Pricing Asian options using finite difference schemes in Python
☆11Jun 20, 2025Updated last year
Alternatives and similar repositories for asian-option-pricing
Users that are interested in asian-option-pricing are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- SABR stochastic volatility model: calibration, implied-volatility surfaces and conditional Monte Carlo (MSc thesis, BSE)☆10Sep 27, 2026Updated last month
- By means of stochastic volatility models☆44Mar 24, 2020Updated 6 years ago
- Python scripts used to scrape data from pro-football-reference.com☆10Feb 27, 2018Updated 8 years ago
- A simple XLL, showing how to create an XLL from scratch.☆50Jan 6, 2016Updated 10 years ago
- Canadian Debt Strategy Model☆20Dec 14, 2023Updated 2 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Order Book and Trade Book, Realized Volatility, Random Forest☆13Oct 23, 2023Updated 3 years ago
- Python Module for NFL draftkings☆13Nov 6, 2018Updated 8 years ago
- Time-series forecasting for Implied Volatility☆10Apr 10, 2023Updated 3 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- For the first time we derived a closed form solution for Black-Scholes impled volatility☆11Apr 11, 2020Updated 6 years ago
- DraftKings NBA Lineup Generator☆11Sep 26, 2016Updated 10 years ago
- predicting nba performance to make fanduel.com nba bets☆14Jul 22, 2015Updated 11 years ago
- Accurate predictions of Fantasy Football scores can make a difference in a Fantasy Football league. The provided files were used to creat…☆14Aug 25, 2026Updated 2 months ago
- ☆10Aug 9, 2022Updated 4 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…☆29May 22, 2020Updated 6 years ago
- In the last month, Caio and I developed a Python script capable of deriving the Black & Scholes equation and finding all Greeks' equation…☆10Nov 5, 2021Updated 5 years ago
- ☆12May 1, 2022Updated 4 years ago
- Kiki is envisioned as a Django-based mailing list manager which can replace Mailman.☆12Jul 3, 2012Updated 14 years ago
- NYU FRE-GY 6971 Fixed Income Quant Trading☆11Jan 7, 2019Updated 7 years ago
- Baruch MFE MTH9894☆14Jun 4, 2017Updated 9 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Jul 10, 2021Updated 5 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 6 years ago
- Repository for the Julia package with financial tools for data generation, asset pricing and strategy testing☆40Sep 15, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Using machine learning libraries to analyze NBA data☆15Aug 23, 2017Updated 9 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 4 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- 李宏毅机器学习2017个人笔记☆10Apr 4, 2019Updated 7 years ago
- Python versions of nearest correlation matrix algorithms☆40Jan 16, 2019Updated 7 years ago
- ☆15Feb 16, 2023Updated 3 years ago
- SOFR curve construction methods calibrated to swap rates with advanced smoothing techniques for reliable pricing and risk analytics.☆12Jul 4, 2026Updated 4 months ago
- Collection of Jane Street Puzzles that I have gone back to solve☆13Mar 1, 2026Updated 8 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Predict an NBA player's PER score☆17Jan 19, 2016Updated 10 years ago
- ☆10Feb 14, 2024Updated 2 years ago
- ☆14Nov 9, 2013Updated 12 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Sep 12, 2026Updated last month
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆10Nov 12, 2018Updated 7 years ago
- ☆11Mar 16, 2022Updated 4 years ago
- Initial AS5047 14 bit magnetic rotary encoder SPI code for Arduino☆10Apr 13, 2016Updated 10 years ago