nburgessx / SwapsBookLinks
Low Latency Interest Rate Markets – Theory, Pricing and Practice
☆232Updated 3 months ago
Alternatives and similar repositories for SwapsBook
Users that are interested in SwapsBook are comparing it to the libraries listed below
Sorting:
- ☆221Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆159Updated last month
- Quant Research☆78Updated 2 months ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆115Updated 4 months ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆80Updated 9 months ago
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆289Updated 6 years ago
- Here you will find materials for the course of Computational Finance☆431Updated last year
- ☆258Updated last year
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆228Updated this week
- SABR model Python implementation☆520Updated 3 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆436Updated 7 years ago
- Quantitative Finance tools☆550Updated last year
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆191Updated 6 months ago
- Collection of resources used on QuantPy YouTube channel.☆218Updated last year
- We implement the paper: Deep Learning Volatility☆188Updated 5 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆85Updated 2 years ago
- A Python library for mathematical finance☆478Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆260Updated last month
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆424Updated 4 years ago
- Macrosynergy Quant Research☆134Updated last week
- Algo Trading Research & Documentation☆19Updated last year
- HFT signals on GDAX☆97Updated 7 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆184Updated last year
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆236Updated 7 years ago
- Goldman Sachs - Quantitative Strategies Research Notes☆351Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆159Updated 6 years ago
- Portfolio Construction and Risk Management book's Python code.☆98Updated this week
- A Python implementation of the rough Bergomi model.☆120Updated 6 years ago
- ☆45Updated last year
- volatility arbitrage in Heston model☆50Updated last month