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ARCH models in Python
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Some Python and VBA codes for options and bonds valuation : 1) Binomial method of options valuation 2) Black and Scholes method options valuation 3) Black and Scholes method greeks valuation 4) Monte Carlo method options valuation (Antithetical method and pure random) 5) Monte Carlo method options greeks valuation 6) Bond valuation 7) Implied Volatility 8) VaR / CVaR valuation
Python toolkit for quantitative finance
Quantitative Finance using python - Derivatives Pricing
Python - 100天从新手到大师
Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)
Quantitative Finance tools
30天掌握量化交易 (持续更新)
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