nburgessx / SwapsBookLinks
Low Latency Interest Rate Markets – Theory, Pricing and Practice
☆246Updated last year
Alternatives and similar repositories for SwapsBook
Users that are interested in SwapsBook are comparing it to the libraries listed below
Sorting:
- ☆254Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆204Updated this week
- Quant Research☆101Updated last week
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated 2 weeks ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆205Updated last year
- Code repository for Pricing and Trading Interest Rate Derivatives☆109Updated 3 years ago
- Repo for code examples in Quantitative Finance with Python (1st edition) by Chris Kelliher☆166Updated 3 weeks ago
- Portfolio Construction and Risk Management book's Python code.☆173Updated last week
- Here you will find materials for the course of Computational Finance☆488Updated last year
- SABR model Python implementation☆586Updated 3 years ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆454Updated 5 years ago
- Collection of resources used on QuantPy YouTube channel.☆271Updated last month
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆127Updated 4 months ago
- Macrosynergy Quant Research☆166Updated this week
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆356Updated 2 months ago
- ☆152Updated 2 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆285Updated last week
- Goldman Sachs - Quantitative Strategies Research Notes☆387Updated 5 years ago
- Algo Trading Research & Documentation☆30Updated 6 months ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆253Updated 7 years ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆505Updated 8 years ago
- Quantitative Finance tools☆602Updated 2 years ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆315Updated this week
- We implement the paper: Deep Learning Volatility☆203Updated 5 years ago
- ☆294Updated 2 years ago
- ☆47Updated 2 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆494Updated 8 years ago
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆339Updated 7 years ago
- A Python library for mathematical finance☆573Updated 2 years ago
- volatility arbitrage in Heston model☆68Updated 10 months ago