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Financial Engineering in Python

Python (and other languages) implementation of financial engineering papers, managed by @jaehyukchoi

Popular repositories

  1. PyFENG PyFENG Public

    Python Financial ENGineering (PyFENG package in PyPI.org)

    Python 130 68

  2. PyfengForPapers PyfengForPapers Public

    Python Code for Quantitative Finance Papers

    Jupyter Notebook 30 14

  3. FE-R FE-R Public

    Financial Engineering in R

    R 13 5

  4. SumBSM-R SumBSM-R Public

    The R code of the "Sum of all Black-Scholes-Merton models" paper

    R 1 7

  5. InvGaussianQuad-R InvGaussianQuad-R Public

    The R code sets for "Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution"

    R 3

  6. NSVh-R NSVh-R Public

    The R code set for "Normal Stochastic Volatility Model" paper.

    2

Repositories

Showing 7 of 7 repositories
  • PyFENG Public

    Python Financial ENGineering (PyFENG package in PyPI.org)

    Python 130 GPL-2.0 68 9 1 Updated May 18, 2024
  • PyfengForPapers Public

    Python Code for Quantitative Finance Papers

    Jupyter Notebook 30 GPL-3.0 14 0 0 Updated Apr 13, 2024
  • Fast-Swaption-Matlab Public

    Matlab code for Choi & Shin (2016)

    MATLAB 0 GPL-2.0 0 0 0 Updated Apr 1, 2023
  • SumBSM-R Public

    The R code of the "Sum of all Black-Scholes-Merton models" paper

    R 1 MIT 7 0 0 Updated May 26, 2022
  • FE-R Public

    Financial Engineering in R

    R 13 GPL-3.0 5 2 0 Updated Mar 17, 2021
  • NSVh-R Public

    The R code set for "Normal Stochastic Volatility Model" paper.

    0 MIT 2 0 0 Updated Feb 18, 2021
  • InvGaussianQuad-R Public

    The R code sets for "Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution"

    R 0 MIT 3 0 0 Updated Feb 5, 2021

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