Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
☆40Jun 26, 2026Updated 2 months ago
Alternatives and similar repositories for jupyter-notebooks
Users that are interested in jupyter-notebooks are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- a package for versioning, automatization and analysis of machine learning development☆25May 27, 2023Updated 3 years ago
- Risk & Valuation in Python☆17Dec 19, 2025Updated 8 months ago
- ☆16Jul 17, 2020Updated 6 years ago
- Energy Asset Optimization Framework☆44Updated this week
- ☆10Nov 22, 2024Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆17Jul 3, 2021Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆34Aug 18, 2020Updated 6 years ago
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 5 years ago
- ☆14Apr 1, 2019Updated 7 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Simulation of delta hedging☆18Jul 15, 2020Updated 6 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆38Oct 3, 2018Updated 7 years ago
- High performance hybrid Monte Carlo simulation☆10Aug 23, 2026Updated last week
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Package for backfilling a database with market data from Polygon.io☆18Feb 24, 2026Updated 6 months ago
- ☆11Dec 18, 2015Updated 10 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆62Mar 12, 2021Updated 5 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆19May 13, 2024Updated 2 years ago
- ☆34Nov 14, 2023Updated 2 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 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 5 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 5 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆24Jun 24, 2022Updated 4 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
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆125Apr 5, 2019Updated 7 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 4 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- Economic models and things in Pytorch☆22Nov 30, 2017Updated 8 years ago
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- Options Pricing using Finite Difference Methods☆16May 24, 2017Updated 9 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.
- ☆11Mar 16, 2022Updated 4 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆97Jan 11, 2022Updated 4 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆11Mar 18, 2026Updated 5 months ago
- ☆12Dec 22, 2023Updated 2 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- Interactive app to monitor market using Python☆32Nov 7, 2021Updated 4 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago