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1. QuantAndFinancial QuantAndFinancial Public

   This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com

   Jupyter Notebook 134 126

2. PYBOR PYBOR Public

   PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python

   Jupyter Notebook 42 18

3. AutomaticDifferentiation AutomaticDifferentiation Public

   Demo project to illustrate principles and benefits of automatic differentiation in quantitative finance

   C++ 8 6

4. AmericanMonteCarlo AmericanMonteCarlo Public

   Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise features.

   Jupyter Notebook 24 6

5. FamaFrench FamaFrench Public

   Implementation of 5-factor Fama French Model

   Jupyter Notebook 138 45