A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

Quantitative analysis, strategies and backtests

A library for financial options pricing written in Python.

Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

The Greatest Collection of anything related to finance and crypto

Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.

Vanilla option pricing and visualisation using Black-Scholes model in pure Python

Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

Trade stocks and ETFs with free brokerage Robinhood and Perl

A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.

Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)

PyTorch-based Python Library for Financial Derivatives Modeling and Pricing

modeling FICC market with QuantLib

Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get current Greeks for a given option. European style options.

Implementation of ISDA SIMM v2.3~2.6

DerivX Core Library

Derivatives pricing in modern C++.

An Excel integration of OpenGamma Strata.

Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.