These are some derivatives pricing tools writen by Python, also some records of my learning path in financial engineering.
As a statistic student, I'm very interested in q-quant and try to learn more knowledge by myself, if you also a freshman and passionate about quant, I hope they'll be helpful to your study. Most of close form of derivatves' price are from Shreve and Kwok's book, you could find them in reference.
If you found any errors or something mendable with my codes, please let me know and I'll be very appreciate.
----HuangGahow---
Mathematical Models of Financial Derivatives -Y.K. Kwok
Stochastic Calculus for Finance II Continuous-Time Models -Shreve
Financial Mathematics, Derivatives and Structured Products - Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li