jkirkby3/PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Repository profile
No description.
Tracked growth, recent movement, and commit velocity from stored repository snapshots.
Latest capture 2026-06-19 22:47
1 capture since 2026-06-19
Stars from baseline 0
All tracked data
Frameworks, package managers, ecosystems, and dependency manifests found during catalog scans.
Scanned 2026-06-19 22:47
pyproject.toml
python ecosystem,
12 dependencies
Searchable topics, generated tags, and stack labels that explain where this repository fits.
Agent instructions and tool configuration paths found in the repository tree.
Nearest indexed repositories by embedding similarity.
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
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.
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
A Python library for mathematical finance
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options