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6 public repositories
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European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Updated
Nov 7, 2022
Python
Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options
Updated
Feb 15, 2022
Python
Monte Carlo option pricing algorithms for vanilla and exotic options
Updated
Jul 18, 2020
Python
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
Updated
Dec 2, 2023
Python
Option pricing code, mostly in python
Updated
Apr 20, 2020
Python
Exotic options by Monte Carlo
Updated
Apr 20, 2020
Python
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