Skip to content
#

pricing

Here are 321 public repositories matching this topic...

notebooks

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.

  • Updated Oct 5, 2022
  • Jupyter Notebook

Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

  • Updated Dec 12, 2024
  • Python

Improve this page

Add a description, image, and links to the pricing topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the pricing topic, visit your repo's landing page and select "manage topics."

Learn more