6 results found Sort:

Financial Derivatives Calculator with 171+ Models (Options Calculator)
Created 2012-12-11
287 commits to master branch, last one 19 days ago
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Created 2017-11-17
141 commits to master branch, last one 3 months ago
73
159
gpl-2.0
5
Python Financial ENGineering (PyFENG package in PyPI.org)
Created 2021-02-26
713 commits to main branch, last one 3 months ago
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Created 2022-08-03
54 commits to main branch, last one about a month ago
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
Created 2021-11-05
28 commits to main branch, last one 3 years ago