derivative-pricing

There are 10 repositories under derivative-pricing topic.

quantsbin/Quantsbin
Quantitative Finance tools
Language:Python476 15 468
frontmark/jupyter-notebooks
Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
Language:Jupyter Notebook38 7 177
aafulei/book-stochastic-calculus-for-finance
My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.
22 3 06
polyphilz/pricing-weather-derivatives
Pricing weather futures using an ARIMA model and 8 years' worth of scraped weather data.
Language:Python22 3 05
jaisal1024/options_realtime_modeling
real-time predictive options model - mathematical modeling
Language:Jupyter Notebook10 0 05
danielnegrini/livro-derivativos-e-risco-de-mercado
Repositório com o código-fonte do Derivativos e Risco de Mercado
Language:Jupyter Notebook6 3 05
ccjeremylo/FinEng-in-IRFX
Financial Engineering in IRFX in C++
Language:Jupyter Notebook1 2 451
iLampard/Fin_Math_Note
Note on financial mathematics
Language:TeX1 2 02
alichopping/Heston-Model
An implementation of the Heston model, a stochastic volatility model for options pricing. We compute prices of European call and put options via Monte Carlo simulation, for a variety of strike prices and maturities. We also show that the Heston model captures volatility smiles/smirks/skews.
Language:Python1 02
alichopping/LS-Convertible-Bond-Pricer
An implementation of the Longstaff-Schwartz algorithm, which we use to price a convertible bond.
Language:Python