Implementation of financial models in pricing derivatives and implementation of python object oriented programming (OOP) features: 1. Financial derivative pricing using two methods i. Risk neutral pricing ii. Black Scholes pricing 2. Python implementation methods i. Functions ii. classes iii. class inherita…
☆14Mar 26, 2018Updated 7 years ago
Alternatives and similar repositories for Derivative-Pricing-in-Python
Users that are interested in Derivative-Pricing-in-Python are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.☆37May 20, 2023Updated 2 years ago
- A tool that takes financial statements to create machine learning classifiers. Then it uses the classifiers to predict financial performa…☆22Aug 10, 2011Updated 14 years ago
- CME Arrival Time Prediction Using Convolutional Neural Network☆10Jul 1, 2020Updated 5 years ago
- Simple plugin to instantly transform broken English into working code and analysis in RStudio using Open AI's API☆23Apr 15, 2023Updated 2 years ago
- A Docker image which serves ReDoc documentation☆11Nov 7, 2018Updated 7 years ago
- Simple RESTlike and Subscription API server in C#☆13Apr 21, 2020Updated 5 years ago
- https://otexts.com/fpp3/☆18Apr 13, 2021Updated 4 years ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11May 13, 2018Updated 7 years ago
- Machine Learning and Reinforcement Learning in Finance Specialization (MOOC) Assignments☆12Nov 4, 2021Updated 4 years ago
- A Java implementation of the ideas in Martin Fowler's "Recurring Events for Calendars".☆10Jan 5, 2024Updated 2 years ago
- CleanArchitecture with Dapr☆12Sep 5, 2022Updated 3 years ago
- Camunda C# REST Client (unofficial)☆12Mar 13, 2016Updated 10 years ago
- Exercises for getting started with report writing using Quarto.☆15Oct 24, 2025Updated 4 months ago
- Transformation libraries. These provide data connectivity and transformation capabilities for c# developers.☆13Mar 3, 2023Updated 3 years ago
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- Processing locale data for internationalisation software using Unicode CLDR☆13Jan 19, 2019Updated 7 years ago
- The sample project of Multi-Factor Authentication with ASP.NET Core 2.0 & Identity Server 4☆14Sep 21, 2018Updated 7 years ago
- This repository not only contains experience about parameter finetune, but also other in-practice experience such as model ensemble (boos…☆16Oct 29, 2017Updated 8 years ago
- Transaction scoring demo with RedisAI☆17May 15, 2024Updated last year
- Quantitative Finance with R, published by Packt☆17Oct 31, 2022Updated 3 years ago
- Quantitative Finance using python - Derivatives Pricing☆47Feb 18, 2018Updated 8 years ago
- Simple document management system. Uploading documents within folder structure, sharing specific documents with registered users, searchi…☆15Sep 29, 2014Updated 11 years ago
- deploy all international airports ✈️✈️✈️☆12Dec 22, 2016Updated 9 years ago
- A collection of general purpose maven-driven TOS components☆20Jun 30, 2017Updated 8 years ago
- Obtain options data from Interactive Brokers (IBKR) API☆9Nov 11, 2022Updated 3 years ago
- Copula fitting in Python.☆13Dec 4, 2023Updated 2 years ago
- Code for the Blockchain Developer course from the Blockchain Training Alliance☆13Jan 24, 2019Updated 7 years ago
- this is a test repository☆20Jan 5, 2019Updated 7 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Material used for Training purpose☆35Sep 1, 2019Updated 6 years ago
- Unofficial https://www.currencyconverterapi.com/ C# Library☆13Nov 10, 2018Updated 7 years ago
- Python for multiobjective cash management☆12Sep 21, 2017Updated 8 years ago
- Materials for the "Data Wrangling" CADi workshop @ "Tecnológico de Monterrey"☆10Dec 21, 2021Updated 4 years ago
- Python library for solving Stochastic Ordinary Differential Equations (SODEs)☆15Sep 4, 2012Updated 13 years ago
- Newsvendor model with Python☆12May 18, 2019Updated 6 years ago
- This repository contains classwork and homework for JKUAT SES Project under computer vision. Good luck in finding new bugs 😀.☆12Jul 8, 2021Updated 4 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- Paper published in the Journal of Investment Management, co-authored with Sanjiv R. Das☆13Oct 4, 2017Updated 8 years ago