Financial Engineering in Python

Python (and other languages) implementation of financial engineering papers, managed by @jaehyukchoi

Shenzhen, China

Pinned Repositories

Fast-Swaption-Matlab
Matlab code for Choi & Shin (2016)
Language:MATLAB0 1 00
FE-R
Financial Engineering in R
Language:R12 2 35
InvGaussianQuad-R
The R code sets for "Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution"
Language:R0 2 03
NSVh-R
The R code set for "Normal Stochastic Volatility Model" paper.
0 2 02
PyFENG
Python Financial ENGineering (PyFENG package in PyPI.org)
Language:Python153 6 1872
PyfengForPapers
Python Code for Quantitative Finance Papers
Language:Jupyter Notebook36 4 019
SumBSM-R
The R code of the "Sum of all Black-Scholes-Merton models" paper
Language:R2 2 07

Financial Engineering in Python's Repositories

PyFE/PyFENG
Python Financial ENGineering (PyFENG package in PyPI.org)
Language:Python153 6 1872
PyFE/PyfengForPapers
Python Code for Quantitative Finance Papers
Language:Jupyter Notebook36 4 019
PyFE/FE-R
Financial Engineering in R
Language:R12 2 35
PyFE/SumBSM-R
The R code of the "Sum of all Black-Scholes-Merton models" paper
Language:R2 2 07
PyFE/Fast-Swaption-Matlab
Matlab code for Choi & Shin (2016)
Language:MATLAB0 1 00
PyFE/InvGaussianQuad-R
The R code sets for "Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution"
Language:R0 2 03
PyFE/NSVh-R
The R code set for "Normal Stochastic Volatility Model" paper.
0 2 02