Skip to content
@PyFE

Financial Engineering in Python

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

Popular repositories Loading

  1. PyFENG PyFENG Public

    Python Financial ENGineering (PyFENG package in PyPI.org)

    Python 151 71

  2. PyfengForPapers PyfengForPapers Public

    Python Code for Quantitative Finance Papers

    Jupyter Notebook 35 18

  3. FE-R FE-R Public

    Financial Engineering in R

    R 12 5

  4. SumBSM-R SumBSM-R Public

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

    R 2 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)

    PyFE/PyFENG’s past year of commit activity
    Python 151 GPL-2.0 71 9 1 Updated Nov 12, 2024
  • PyfengForPapers Public

    Python Code for Quantitative Finance Papers

    PyFE/PyfengForPapers’s past year of commit activity
    Jupyter Notebook 35 GPL-3.0 18 0 0 Updated Oct 2, 2024
  • Fast-Swaption-Matlab Public

    Matlab code for Choi & Shin (2016)

    PyFE/Fast-Swaption-Matlab’s past year of commit activity
    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

    PyFE/SumBSM-R’s past year of commit activity
    R 2 MIT 7 0 0 Updated May 26, 2022
  • FE-R Public

    Financial Engineering in R

    PyFE/FE-R’s past year of commit activity
    R 12 GPL-3.0 5 2 0 Updated Mar 17, 2021
  • NSVh-R Public

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

    PyFE/NSVh-R’s past year of commit activity
    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"

    PyFE/InvGaussianQuad-R’s past year of commit activity
    R 0 MIT 3 0 0 Updated Feb 5, 2021

Top languages

Loading…

Most used topics

Loading…