二叉树、CRR、期权定价、美式期权、欧式期权
☆46Apr 10, 2019Updated 7 years ago
Alternatives and similar repositories for option
Users that are interested in option are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Official implementation of "Predicting Systemic Risk in Financial Systems Using Deep Graph Learning"☆15Sep 12, 2023Updated 3 years ago
- Understanding A/B testing through Monte Carlo simulation☆16Feb 12, 2015Updated 11 years ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆102Nov 7, 2022Updated 3 years ago
- 计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数☆126Jul 14, 2020Updated 6 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- A streamlined take on the original Cox, Ross and Rubinstein method.☆15Mar 20, 2017Updated 9 years ago
- A repository for machine learning based investment strategies☆28Nov 11, 2019Updated 6 years ago
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆35Feb 15, 2022Updated 4 years ago
- Research on OTC options pricing models☆28Jan 24, 2018Updated 8 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆849May 13, 2025Updated last year
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Oct 19, 2020Updated 5 years ago
- Options Pricing using Finite Difference Methods☆16May 24, 2017Updated 9 years ago
- Analyzing NBA data using Spark 2.1☆23May 9, 2019Updated 7 years ago
- ☆41Feb 10, 2021Updated 5 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.
- A tool to encrypt your Python project☆34Jun 20, 2025Updated last year
- ☆14Nov 9, 2013Updated 12 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 6 years ago
- The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".☆33Dec 15, 2021Updated 4 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆19Apr 15, 2022Updated 4 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical m…☆15Dec 2, 2023Updated 2 years ago
- ☆12Nov 19, 2015Updated 10 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Custom Loss functions for asset return prediction with deep learning regression☆35Oct 17, 2022Updated 4 years ago
- Machine learning methods for identifing investment factors☆57Apr 20, 2022Updated 4 years ago
- A Value Investment Strategy That Combines Security Selection And Market Timing Signals☆10Sep 8, 2019Updated 7 years ago
- quantitative trading system based on deep learning and reinforcement learning☆53Jun 6, 2018Updated 8 years ago
- ☆10Nov 29, 2019Updated 6 years ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Jul 28, 2021Updated 5 years ago
- Kaggle Competition: developing a predictive model for risk classification☆39Apr 1, 2016Updated 10 years ago
- VeighNa框架的CTP MINI交易接口☆12Oct 5, 2026Updated last week
- Compares various time-series feature sets on computational performance, within-set structure, and between-set relationships.☆11Jun 3, 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.
- ☆25Apr 23, 2020Updated 6 years ago
- 爬虫豆瓣读书评分9分以上榜单☆42Apr 12, 2020Updated 6 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆136Updated this week
- 期权行情数据获取，包括实时tick数据，分钟数据，k线数据☆53Mar 10, 2023Updated 3 years ago
- SABR Implied volatility asymptotics☆24May 22, 2020Updated 6 years ago
- ☆18Apr 1, 2023Updated 3 years ago
- Anomaly detection in time series of graph data☆11Dec 3, 2013Updated 12 years ago