Skip to content
#

pricing

Star

Here are 283 public repositories matching this topic...

Language: All
Filter by language
All 283 Python 63 Jupyter Notebook 44 HTML 30 JavaScript 21 CSS 14 TypeScript 14 Java 10 R 8 C++ 7 Go 7
Sort: Most stars
Sort options
Most stars Fewest stars Most forks Fewest forks Recently updated Least recently updated
notebooks

differential-machine-learning / notebooks

Star 133

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.

machine-learning deep-learning tensorflow automatic-differentiation pricing derivatives quantitative-finance notebooks regression-models backpropagation risk-management computational-finance aad risk-magazine
  • Updated Oct 5, 2022
  • Jupyter Notebook

jkirkby3 / fypy

Star 64

Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

python finance pricing calibration fourier quant option-pricing quantitative-finance quantitative-trading variance-gamma black-scholes sabr levy levy-processes options-pricing heston stochastic-volatility
  • Updated Apr 22, 2024
  • Python

Improve this page

Add a description, image, and links to the pricing topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the pricing topic, visit your repo's landing page and select "manage topics."

Learn more