Basic Discounted Cash Flow library written in Python. Automatically fetches relevant financial documents for chosen company and calculates DCF based on specified parameters.

Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.

Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.

A Python SDK for FinancialData.Net API - Real-time & Historical Stock Market Data

An open-source Python framework for actuarial cash flow models

Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method

Basic DCF model to quickly value public companies.

Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model

A learning tool to demonstrate the process of financial forecasting, budgeting, and analysis.

A research-grade lab for stress-testing DeFi protocols using Solidity mini-systems, a Python simulation engine, and a Streamlit dashboard. Simulates price crashes, liquidity shifts, AMM behavior, lending liquidations, and systemic risk dynamics. Designed for DeFi engineers, auditors, and researchers.

Replicates the script for generating the Wu Xia shadow rate term structure model in python

项目主要构建了多混频Realized GARCH-MIDAS-X模型，结合社交媒体情绪和高频数据，与 不加社交媒体情绪指标的模型相比，加入后的模型显著提升了内地低碳市场波动预测的准确性。通过稳健 性检验，证明了研究结果的可靠性。该研究丰富了市场波动模型，并为低碳投资和宏观调控提供了参考。

Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro

An implementation of Giuseppe Paleologo's Rademacher Antiserum, designed to assess strategy performance consistency through Rademacher complexity and RAS-adjusted Sharpe Ratios. This code evaluates strategy robustness by applying Rademacher random vectors for anti-overfitting analysis.

Software development techniques for solving problems in finance with Python

Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods

FourierFlow is a tool for generating synthetic financial time series data using deep generative models. This modified version is utilized for the Market Scenario Generator Hackathon: From Stability to Storms. It aims to provide effective synthetic data generation to model different financial scenarios.

DCF valuation tool with Monte Carlo simulation for stock analysis. Features real-time beta calculation, multi-market support, and interactive visualizations. Built with Streamlit and Python.

A professional-grade quantitative finance platform combining classic financial models and advanced AI for option pricing, risk analysis, portfolio management, and crypto derivatives. Features include Black-Scholes, Heston, Monte Carlo, GARCH, exotic options, real-time risk monitoring, AI-enhanced trading, and interactive visualizations

An AI-powered financial analysis pipeline that scrapes stock data, calculates Piotroski F-Score & Valuation, and generates trend plots—all in one click!