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Financial Engineering in Python

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

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  1. PyFENG PyFENG Public

    Python Financial ENGineering (PyFENG package in PyPI.org)

    Python 160 73

  2. PyfengForPapers PyfengForPapers Public

    Python Code for Quantitative Finance Papers

    Jupyter Notebook 39 19

  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 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

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