Top american-options open source projects

Collection of notebooks about quantitative finance, with interactive python code.

✭ 3,534

python Jupyter Notebook quantitative-finance linear-regression kalman-filter econometrics partial-differential-equations option-pricing jupyter-notebooks stochastic-differential-equations american-options stochastic-processes monte-carlo-methods financial-engineering financial-mathematics levy-processes heston-model brownian-motion jump-diffusion-mertons-model fourier-inversion linear-systems-equations

Option-Pricing

European/American/Asian option pricing module. BSM/Monte Carlo/Binomial

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python option-pricing american-options exotic-option black-scholes european-options longstaff-schwartz binomial-pricing

PROJ Option Pricing Matlab

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Top 3 american-options open source projects