Skip to content
@PyFE

Financial Engineering in Python

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

Popular repositories Loading

  1. FE-R FE-R Public

    Financial Engineering in R

    R 16 4

  2. SumBSM-R SumBSM-R Public

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

    R 4 5

  3. 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

  4. NSVh-R NSVh-R Public

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

    2

  5. Fast-Swaption-Matlab Fast-Swaption-Matlab Public

    Matlab code for Choi & Shin (2016)

    MATLAB 1

Repositories

Showing 5 of 5 repositories

Top languages

Loading…

Most used topics

Loading…