Topic: pricing-derivatives Goto Github
Some thing interesting about pricing-derivatives
Some thing interesting about pricing-derivatives
pricing-derivatives,Dockerized development environment with QuantLib C++ library based on Alpine Linux
User: a-ivanov
pricing-derivatives,Monte Carlo Pricing with extendable PayOff model
User: bleunguts
pricing-derivatives,Homepage of Boris Saulnier
User: bsaulnier
pricing-derivatives,Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.
User: harshucheri
pricing-derivatives,Financial options pricing using Monte Carlo implemented on GPU using CUDA.
User: kaletap
pricing-derivatives,Black-Scholes-Merton Option Pricing application with Greeks written in C++
User: konstantinquant
pricing-derivatives,Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
User: mgroncki
Home Page: https://www.ipythonquant.wordpress.com
pricing-derivatives,Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )
User: montrixdev
pricing-derivatives,Demonstrates how to price derivatives in a Heston framework, using successive approximations of the invariant distribution of a Markov ergodic diffusion with decreasing time discretization steps. The framework is that of G. Pagès & F. Panloup.
User: mrktn
pricing-derivatives,Some applications in Financial Mathematics.
User: nikosnikolopoulos
pricing-derivatives,
User: pjwsufestats
pricing-derivatives,Matlab code and tools for Quant Research, Data Manipulation and Robust Decision Making
User: qgogithub
pricing-derivatives,Auxiliary material course Quantitative Finance (Tilburg University)
User: ramonvdakker
pricing-derivatives,Julia Package for Financial Monte Carlo Simulations
User: rcalxrc08
pricing-derivatives,Useful functions for Black–Scholes Model in the Julia Language
User: rcalxrc08
pricing-derivatives,OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitivities using automatic/algorithmic differentiation. It provides a scripting environment in Python and Ravi (a Lua dialect).
Organization: redukti
pricing-derivatives,PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitivities using automatic/algorithmic differentiation. It wraps the OpenRedukti library.
Organization: redukti
pricing-derivatives,functions and scripts for the course Computational Finance a.c. 2016/2017
User: skiamu
pricing-derivatives,Fast black-scholes-merton option pricing model in Python
User: sweg44
pricing-derivatives,An Excel integration of OpenGamma Strata.
User: tommasobelluzzo
pricing-derivatives,Pricing derivatives using the explicit finite-difference method
User: ucaiado
pricing-derivatives,A dynamic strategy that replicates the payoff of a derivative described as a stochastic process
User: ucaiado
pricing-derivatives,A Machine Learning Approach to Option Pricing
User: vl98
pricing-derivatives,Implementation of the Carr-Madan formula for fast derivative pricing of European options.
User: ylefay
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