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cdstools Public
For calculating CDS spreads and bootstrapping hazard rates from CDS spreads
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cookiecutter Public
Forked from cookiecutter/cookiecutterA command-line utility that creates projects from cookiecutters (project templates), e.g. Python package projects, VueJS projects.
Python BSD 3-Clause "New" or "Revised" License UpdatedOct 2, 2020 -
fractionalBM Public
R package for simulating paths of Fractional Brownian Motion and samples of Fractional Gaussian Noise.
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Fractional-Brownian-Motion Public
Python implementation of fractional brownian motion
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Monte-Carlo-Option-Pricing Public
Monte Carlo option pricing algorithms for vanilla and exotic options
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Time-Series-Modeling Public
Univariate, Multivariate, ML, and ARCH style time series models
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Lattice-Pricing-models Public
Lattice/tree pricing methods for European and American options
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Delta-Hedging Public
Simulation of delta hedging
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Utilization of finite difference methods for the purpose of pricing European-style options
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