Popular repositories Loading

1. PyFENG PyFENG Public

   Python Financial ENGineering (PyFENG package in PyPI.org)

   Python 155 72

2. PyfengForPapers PyfengForPapers Public

   Python Code for Quantitative Finance Papers

   Jupyter Notebook 38 19

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