pypi.org : stochvolmodels
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Registry
-
Source
- Documentation
- JSON
purl: pkg:pypi/stochvolmodels
Keywords:
stochastic volatility
, volatility modeling
, option pricing
, heston model
, log-normal stochastic volatility
, monte carlo simulation
, fourier transform
, black-scholes
, quantitative finance
, derivatives pricing
, implied volatility
, financial modeling
, options analytics
, volatility surface
, stochastic processes
, mathematical finance
, fourier-transform
, heston-model
, heston-stochastic-volatility
, lognormal-stochastic-volatility
, monte-carlo-simulation
, option-pricing
, python
, quantitative-finance
, stochastic-processes
, stochastic-volatility
, volatility-modeling
License: Other
Latest release: 6 days ago
First release: over 2 years ago
Downloads: 288 last month
Stars: 171 on GitHub
Forks: 35 on GitHub
Total Commits: 25
Committers: 3
Average commits per author: 8.333
Development Distribution Score (DDS): 0.52
More commit stats: commits.ecosyste.ms
See more repository details: repos.ecosyste.ms
Last synced: 6 days ago