Search Packages

pyfeng

Python Financial ENGineering (PyFENG package in PyPI.org)

quantflow

Quantitative finance and derivative pricing

stochvolmodels

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

velesquant

A high-performance financial valuation library

fsynth

A high-performance synthetic financial data generator that uses Heston Stochastic Volatility and Jump Diffusion models.

ito

Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathematical finance.