Top brownian-motion 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

Black-Scholes-Option-Pricing-Model

Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.

✭ 25

java gui options simulation mathematics derivatives quantitative-finance volatility brownian-motion option-pricing-calculator

DiffEqNoiseProcess.jl

A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)

✭ 34

julia sde stochastic-processes brownian-motion wiener-process noise-processes scientific-machine-learning neural-sde sciml

Bridge.jl

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

✭ 99

Jupyter Notebook julia r bayesian-inference sde mcmc stochastic-differential-equations diffusion ornstein-uhlenbeck brownian-motion levy-process vasicek diffusion-processes simulating-diffusion-bridges gamma-process

Top 4 brownian-motion open source projects