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.
Appears on
Quick read
Latest capture 2026-07-21 03:07
0 paths
Agent instructions and tool configuration found in this repository.
No config files detected.
3 observed captures since 2026-06-19. Charts use measured snapshots only.
Stars from first capture +2
All tracked data
Observed snapshots
Observed snapshots
Nearest indexed repositories by embedding similarity.
No description.
A Python library for mathematical finance
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Basic options pricing in Python
An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options
