Library for simulation and analysis of vanilla and exotic options
☆35May 23, 2020Updated 6 years ago
Alternatives and similar repositories for Pricing_Exotic_Options
Users that are interested in Pricing_Exotic_Options are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Algorithmic multi-greek hedges using Python☆21Dec 6, 2020Updated 5 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆65Jan 5, 2020Updated 6 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆15Jan 17, 2020Updated 6 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆23Feb 16, 2021Updated 5 years ago
- ☆13Apr 16, 2022Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Genetic based optimization prior to standard backpropagation, the accompanying medium article can be found here☆15Jan 3, 2020Updated 6 years ago
- Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark☆17Dec 19, 2019Updated 6 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆101Nov 7, 2022Updated 3 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆144Feb 27, 2025Updated last year
- Option pricing using fang oosterlee algorithm☆18Sep 4, 2021Updated 4 years ago
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆36Feb 15, 2022Updated 4 years ago
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Sep 15, 2024Updated last year
- Construction of local volatility surface by using SABR☆30Apr 29, 2017Updated 9 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.
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆208Nov 19, 2024Updated last year
- R Packing Calculating Credit Risk Valuation Adjustments☆21Oct 17, 2022Updated 3 years ago
- Resources for Quantitative Finance☆18Apr 14, 2023Updated 3 years ago
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆12May 13, 2020Updated 6 years ago
- This porject is for recording my study path in snowball option pricing and its delta hedging☆17Feb 12, 2021Updated 5 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆46Aug 30, 2019Updated 6 years ago
- ☆22Jan 5, 2018Updated 8 years ago
- Risk tools for commodities trading and finance☆42Feb 11, 2026Updated 4 months ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 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.
- ☆18Apr 1, 2023Updated 3 years ago
- Code for getting implied volatility in Python☆27Jul 27, 2017Updated 8 years ago
- Is it possible to find which stocks will perform well in the future by looking at past financial data?☆25Jan 13, 2020Updated 6 years ago
- A B-Spline approach to modelling the term structure of interest rate swaps.☆11Apr 10, 2020Updated 6 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆23Jul 5, 2018Updated 8 years ago
- Log trades of any type of security, and then get an analysis of your strategy☆14Sep 18, 2020Updated 5 years ago
- Easy to use quantitative finance workbench for JavaScript, combining Google V8 and QuantLib☆49Sep 29, 2015Updated 10 years ago
- A new and more effective method for dynamic hedging☆14Jan 11, 2018Updated 8 years ago
- 证券高频量化交易系统，提供抢板、半路板服务。☆12Feb 29, 2024Updated 2 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.
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated 2 years ago
- Covalent demonstration of the QVR algorithm using a cryptocurrency time series use case☆21Sep 28, 2023Updated 2 years ago
- A solution to critical stages of algorithmic trading system development using Interactive Broker's Java API☆63Jan 3, 2020Updated 6 years ago
- Notebook fitting a Bayesian Gaussian mixture model via stochastic variational inference w/ TensorFlow 2.0☆14Jun 13, 2019Updated 7 years ago
- The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python☆25Aug 25, 2024Updated last year
- Convert any value to code☆12Jul 1, 2023Updated 3 years ago
- Collection of useful and working Excel RTD server samples.☆12Sep 4, 2021Updated 4 years ago