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HartmanWatson Public
Forked from dan-pirjol/HartmanWatsonR function for evaluation of the Hartman-Watson distribution
Jupyter Notebook UpdatedOct 17, 2024 -
PyFENG Public
Forked from PyFE/PyFENGPython Financial ENGineering (PyFENG package in PyPI.org)
Python GNU General Public License v2.0 UpdatedAug 24, 2024 -
PROJ_Option_Pricing_Matlab Public
Forked from jkirkby3/PROJ_Option_Pricing_MatlabOption Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
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GithubTest Public
Forked from PHBS/GithubTestA test repository for studdents to learn github features like pull-requests and branch, etc
Jupyter Notebook UpdatedSep 29, 2022 -
riskparity.py Public
Forked from convexfi/riskparity.pyFast and scalable design of risk parity portfolios
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pyanomaly Public
Forked from chulwoohan/pyanomalyPython library for asset pricing
Python MIT License UpdatedJan 23, 2022 -
python-machine-learning-book-3rd-edition Public
Forked from PHBS/python-machine-learning-book-3rd-editionThe "Python Machine Learning (3rd edition)" book code repository
Jupyter Notebook MIT License UpdatedAug 27, 2021 -
Financial Engineering in R
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FastAmericanOptionPricing Public
Forked from antdvid/FastAmericanOptionPricingFast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.
Python UpdatedAug 30, 2020 -
SABR-Implied-Volatility Public
Forked from JackJacquier/SABR-Implied-VolatilitySABR Implied volatility asymptotics
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flinks-python Public
Forked from impak-finance/flinks-pythonA Python module for communicating with the Flinks.io API.
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10K-word-embeddings Public
Forked from ssehrawat/10K-word-embeddingsWord embeddings learned from 10-K documents
UpdatedNov 6, 2019 -