Financial security modelling with Python and QuantLib
☆34Apr 23, 2014Updated 12 years ago
Alternatives and similar repositories for QuantLib-with-Python-Blog-Examples
Users that are interested in QuantLib-with-Python-Blog-Examples are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆10Nov 4, 2018Updated 7 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- header only essentials of QuantLib☆26Nov 4, 2017Updated 8 years ago
- ☆18May 7, 2020Updated 6 years ago
- This repo implements a Fama-MacBeth 2-stage regression to estimate factor risk premia, make inference on the risk premia, and test whethe…☆14Jun 25, 2019Updated 7 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.
- Example Python scripts for interest rate modelling and QuantLib usage☆25Nov 22, 2020Updated 5 years ago
- ☆11Mar 20, 2015Updated 11 years ago
- In-class exercises in R☆11Aug 22, 2016Updated 10 years ago
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- Research on OTC options pricing models☆28Jan 24, 2018Updated 8 years ago
- ☆12Sep 11, 2023Updated 3 years ago
- R interface to the QuantLib library☆136Oct 13, 2026Updated 2 weeks ago
- By means of stochastic volatility models☆44Mar 24, 2020Updated 6 years ago
- Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).☆16Jan 15, 2018Updated 8 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.
- Quantlib是一个个人维护、使用的量化模块,主要用于金融数据的获取、清洗、变换和分析等功能。☆23May 8, 2018Updated 8 years ago
- Load, build and visualize volatility analytics from Deribit.☆33Oct 5, 2023Updated 3 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Jun 16, 2024Updated 2 years ago
- Differential equation problem specifications and scientific machine learning for common financial models☆34Oct 17, 2026Updated last week
- Reimplementing QuantLib examples by Python☆72Sep 23, 2022Updated 4 years ago
- Developed a Python program that calculates the price of both calls and put options using methods like Monte Carlo Simulation, Black Schol…☆19Jan 5, 2020Updated 6 years ago
- Volatility trading☆21Sep 26, 2026Updated last month
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆251Feb 27, 2025Updated last year
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆33Nov 26, 2018Updated 7 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Financial Engineering and Risk Management Course, 2013☆44Dec 18, 2015Updated 10 years ago
- Financial derivatives modeling and pricing in Julia.☆66Sep 19, 2026Updated last month
- Backtest Investment Strategies in your Browser☆10Jan 5, 2016Updated 10 years ago
- Notebooks and stuff from quantfiction.com☆37Apr 22, 2020Updated 6 years ago
- Fixed-Income-Quant-Trading Projects☆17Jul 21, 2018Updated 8 years ago
- Standardised Bloomberg Fixed Income Processing☆21Apr 1, 2020Updated 6 years ago
- TradeBuild Trading Platform version 2.7☆13Feb 24, 2026Updated 8 months ago
- Practical example from Human-in-the-Loop Machine Learning book☆11Oct 28, 2021Updated 5 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Mar 25, 2023Updated 3 years ago
- This repository contains accompanying code for the CFA Institute's Research and Policy Center 'Synthetic Data in Investment Management' r…☆19Jul 28, 2025Updated last year
- A data quality auditing library for time-series tabular data with data-driven leakage detection.☆20Oct 20, 2026Updated last week
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆38Oct 3, 2018Updated 8 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆13Sep 4, 2023Updated 3 years ago
- A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…☆19Sep 22, 2016Updated 10 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆37Oct 30, 2023Updated 2 years ago