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AnthonyBradford
optionmatrix AnthonyBradford
44
192
gpl-3.0
16
Financial Derivatives Calculator with 168+ Models (Options Calculator)
swaps futures options spreads vasicek quantlib financial derivatives monte-carlo heston-model black-scholes options-pricing options-trading currency-exchange financial-analysis quantitative-finance financial-engineering term-structure-models
Created 2012-12-11
244 commits to master branch, last one 2 months ago
bradleyboyuyang
Statistical-Arbitrage bradleyboyuyang
29
130
mit
5
High-frequency statistical arbitrage
vasicek black-scholes option-greeks pairs-trading wiener-process brownian-motion statistical-arbitrage backtesting-frameworks high-frequency-trading ornstein-uhlenbeck-process
Created 2022-12-23
25 commits to master branch, last one about a year ago
mschauer
Bridge.jl mschauer
19
111
other
10
A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
sde mcmc julia vasicek diffusion levy-process gamma-process brownian-motion bayesian-inference ornstein-uhlenbeck diffusion-processes simulating-diffusion-bridges stochastic-differential-equations
Created 2015-09-15
549 commits to master branch, last one 3 years ago