DUCKQUANT / THE QUANT & AI DIRECTORY

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14,444 resources, ranked by in-directory PageRank

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Showing 12,493–12,528 of 14,444 resources

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Repository

Financial Derivatives Pricing Library

github.com

This Java library implements numerical methods for pricing financial derivatives, with a focus on the binomial tree model for option pricing.

GitHub stars
0
Language
Java
Code license
MIT
Exchanges & Derivatives Explore →
35 Authority 35 / 100 Cited by 0 resources in this directory Directory record updated: 2026-10-11 How scoring works →
Screenshot review pendingResource information and source links remain available.
Repository

Derivative Pricing Engine

github.com

Python derivatives pricing library — Black-Scholes, Greeks, implied volatility (Brent's method), CRR binomial tree (European & American), and Monte Carlo Asian option pricing. Built…

GitHub stars
0
Language
Python
binomial-treeblack-scholesderivatives
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35 Authority 35 / 100 Cited by 0 resources in this directory Directory record updated: 2026-10-11 How scoring works →
Screenshot review pendingResource information and source links remain available.
Repository

quant libraries

github.com

A C++20 derivatives pricing library built from scratch: Monte Carlo simulation, discrete delta hedging, and Fourier-based option pricing. Built with CMake, tested with GoogleTest,…

GitHub stars
0
Language
C++
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35 Authority 35 / 100 Cited by 0 resources in this directory Directory record updated: 2026-10-11 How scoring works →
Screenshot review pendingResource information and source links remain available.
Repository

volsurface

github.com

Modular derivatives pricing library: option chains, implied volatility surfaces, and pricing under Black-Scholes, Heston, SABR and rough Bergomi through one interface.

GitHub stars
0
Language
Python
Code license
MIT
marimoquantitative-finance
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35 Authority 35 / 100 Cited by 0 resources in this directory Directory record updated: 2026-10-11 How scoring works →
Screenshot review pendingResource information and source links remain available.
Repository

credit tranche copula pricer

github.com

Credit derivatives pricing library featuring a one-factor Gaussian copula model, base correlation calibration, sensitivity analysis, and standalone HTML reporting.

GitHub stars
0
Language
Python
Developer Tools & Libraries Explore →
35 Authority 35 / 100 Cited by 0 resources in this directory Directory record updated: 2026-10-11 How scoring works →
Screenshot review pendingResource information and source links remain available.
Repository

exotic option pricer

github.com

Derivatives pricing library: Black-Scholes-Merton (16 Greeks), Monte Carlo with variance reduction, Asian/Barrier/Lookback/Digital exotics, Heston (Fourier pricing, QE simulation, SPX calibration), rough Bergomi (hybrid scheme).…

GitHub stars
1
Language
Jupyter Notebook
Code license
MIT
derivativeshestonmonte-carlo
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35 Authority 35 / 100 Cited by 0 resources in this directory Directory record updated: 2026-10-11 How scoring works →
Screenshot review pendingResource information and source links remain available.
Repository

neutryx rust

github.com

Rust-native derivative pricing library leveraging Enzyme for LLVM-based automatic differentiation. Focused on XVA, numerical stability, and high-performance Monte Carlo simulations.

GitHub stars
3
Language
Rust
Code license
MIT
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35 Authority 35 / 100 Cited by 0 resources in this directory Directory record updated: 2026-10-11 How scoring works →
Screenshot review pendingResource information and source links remain available.
Repository

Quantsploit

github.com

Metasploit-inspired quantitative trading framework with interactive CLI, web dashboard, 19 backtesting strategies, options analytics, and ML-powered market scanners

GitHub stars
1
Language
Python
backtestingfinancegreeks
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35 Authority 35 / 100 Cited by 0 resources in this directory Directory record updated: 2026-10-11 How scoring works →
Screenshot review pendingResource information and source links remain available.
Repository

hpsilab quant finance mcp

github.com

Quant finance MCP server for stock analysis, options analytics, implied volatility, Monte Carlo simulation, AI prediction, and backtesting.

GitHub stars
1
Language
Python
Code license
MIT
ai-agentbacktestingclaude-mcp
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35 Authority 35 / 100 Cited by 0 resources in this directory Directory record updated: 2026-10-11 How scoring works →

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