simed007 Goto Github PK

2018.m1.asp

2018-19 Module 1 (Fall), Applied Stochastic Processes

appliedml_python_coursera

Material and note of the course of Applied ML in Python

dissertation_implied-volatility-surface-parameterization

Disseration for M.S. in Computer Science of class 2018 at HKU

fangoosterlee

Price options analytically given stock price characteristic function

fexoticoptions

:exclamation: This is a read-only mirror of the CRAN R package repository. fExoticOptions — Rmetrics - Pricing and Evaluating Exotic Option. Homepage: http://www.rmetrics.org

heston-model

lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)

options-modelisation

Modelisation of european options in order to plot the payoff and the greeks of vanilla options and combinaisons of options.

options-pricing

Quantitative Finance using python - Derivatives Pricing

python-heston-option-pricer

qfrm

Python tools to quantitatively manage financial risk

quantlib

The QuantLib C++ library

quantlib-full

Unofficial QuantLib mirror that replicates the entire https://quantlib.svn.sourceforge.net/svnroot/quantlib/ Check continuous integration at https://travis-ci.org/arthurpham/quantlib-full

strata

Open source analytics and market risk library from OpenGamma

swap-pricing

program to price swaps for class

xlwings

xlwings is a BSD-licensed Python library that makes it easy to call Python from Excel and vice versa. It works with Microsoft Excel on Windows and Mac. Sign up for the newsletter or follow us on twitter via