☆44Apr 4, 2015Updated 10 years ago
Alternatives and similar repositories for lets_be_rational
Users that are interested in lets_be_rational are comparing it to the libraries listed below
Sorting:
- ☆384Jan 13, 2026Updated last month
- ☆70Jan 13, 2026Updated last month
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆916Jun 5, 2023Updated 2 years ago
- GARCH models estimated using autodiff.☆18May 12, 2025Updated 9 months ago
- Jupyter notebooks of "Financial Numerical Recipes in C++" written in Python☆17Sep 2, 2016Updated 9 years ago
- A python implementation of R's PerformanceAnalytics package☆22Feb 4, 2014Updated 12 years ago
- Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter Jäckel and Roger Lord. Includes Black-S…☆41Aug 29, 2017Updated 8 years ago
- Java source code for the Black-Scholes option mode: from code.google.com/p/black-scholes☆18Aug 31, 2015Updated 10 years ago
- Overview for projects supported by Symmetry Investments☆20Nov 27, 2024Updated last year
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Sep 15, 2024Updated last year
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆49Feb 10, 2023Updated 3 years ago
- Differential equation problem specifications and scientific machine learning for common financial models☆33Feb 12, 2026Updated 3 weeks ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆174Updated this week
- An R Package for testing the Efficient Market Hypothesis☆28Nov 26, 2016Updated 9 years ago
- HAR-RV Model For Realized Volatility☆32Feb 21, 2016Updated 10 years ago
- Construction of local volatility surface by using SABR☆30Apr 29, 2017Updated 8 years ago
- Dynamical Components Analysis☆34Aug 28, 2025Updated 6 months ago
- The TSLab built-in handlers☆10Apr 1, 2025Updated 11 months ago
- Financial security modelling with Python and QuantLib☆34Apr 23, 2014Updated 11 years ago
- A Python implementation of the rough Bergomi model.☆140Sep 17, 2018Updated 7 years ago
- Fast, linear version of CorEx for covariance estimation, dimensionality reduction, and subspace clustering with very under-sampled, high-…☆43Nov 30, 2020Updated 5 years ago
- Demonstrations of how to use material in the Econ-ARK☆38Feb 15, 2026Updated 2 weeks ago
- Risk tools for commodities trading and finance☆37Feb 11, 2026Updated 3 weeks ago
- A framework for historical volatility estimation and analysis.☆35Jun 14, 2020Updated 5 years ago
- Forecasting library in python☆13Sep 6, 2019Updated 6 years ago
- ☆11Dec 4, 2024Updated last year
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- Dumpy: A Compact and Adaptive Index for Large Data Series Collections (SIGMOD'23)☆13Dec 12, 2023Updated 2 years ago
- Quantnet: SFE quantlets☆11Oct 27, 2025Updated 4 months ago
- mgarch Package for R-Project☆16Apr 28, 2014Updated 11 years ago
- Implementation of linear CorEx and temporal CorEx.☆36Aug 17, 2021Updated 4 years ago
- The project involved developing a credit risk default model on Indian companies using the performance data of several companies to predic…☆10Nov 9, 2021Updated 4 years ago
- Random Matrix Theory library - RMT analysis and simulation in Python☆54Oct 14, 2025Updated 4 months ago
- Active Statistics book web page☆12Jan 3, 2025Updated last year
- BH hackathon☆14Apr 4, 2024Updated last year
- Material for the Berlin Bayesian reading group covering Statistical Rethinking by Richard McElreath☆10May 7, 2020Updated 5 years ago
- A mirror of the Open Risk white paper collection☆10Nov 11, 2025Updated 3 months ago
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 4 years ago
- ☆10Jan 5, 2018Updated 8 years ago