domokane/FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Repository profile
Applications of Monte Carlo methods to financial engineering projects, in Python.
Tracked growth, recent movement, and commit velocity from stored repository snapshots.
Latest capture 2026-06-19 22:44
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 22:44
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.
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
No description.
150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Portfolio Optimization in Python
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .