Top heston-model 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

PyFENG

Python Financial ENGineering (PyFENG package in PyPI.org)

✭ 51

python derivatives option-pricing quantitative-finance mathematical-finance black-scholes financial-engineering heston-model sabr-model bachelier-model

PROJ Option Pricing Matlab

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

optionmatrix

Financial Derivatives Calculator with 168+ Models (Options Calculator)

Top 4 heston-model open source projects