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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 134 68

  2. PyfengForPapers PyfengForPapers Public

    Python Code for Quantitative Finance Papers

    Jupyter Notebook 31 15

  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
  • PyfengForPapers Public

    Python Code for Quantitative Finance Papers

    Jupyter Notebook 31 GPL-3.0 15 0 1 Updated Jun 5, 2024
  • PyFENG Public

    Python Financial ENGineering (PyFENG package in PyPI.org)

    Python 134 GPL-2.0 68 9 1 Updated May 18, 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