A library for financial options pricing written in Python.

Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

PyTorch for Quantitative Finance : Refine Derivatives Hedging and Pricing with Architecture Alightment in Operators

Vanilla option pricing and visualisation using Black-Scholes model in pure Python

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.

Implementation of ISDA SIMM v2.3~2.6

A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.

DerivX Core Library

Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get current Greeks for a given option. European style options.

Derivatives Pricing

An intuitive and versatile options library.

Einder investments repo

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 high-performance, production-ready financial modeling framework that combines advanced Monte Carlo simulation techniques with Markov chain models for quantitative finance applications. Built in Python with GPU acceleration support and comprehensive real-time analytics capabilities.

Multi-asset option pricing toolkit using SABR volatility model and t-Copula dependency. Includes SABR calibration with robust loss, copula fitting & model selection, and pricing of basket, range accrual, and snowball structures with Greeks analysis.

Reinforcement learning environment for real estate strategies

Advanced derivatives pricing engine implementing Black-Scholes, Heston stochastic volatility, and Merton jump-diffusion models with automatic differentiation for Greeks calculation and exotic options support.

DerivX Python Wrapper

Mathema Calculation Plus - Excel