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GitHub / donlelef / vanilla-option-pricing
Stochastic models to price financial options
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/donlelef%2Fvanilla-option-pricing
Stars: 24
Forks: 2
Open Issues: 0
License: mit
Language: Python
Repo Size: 85.9 KB
Dependencies:
91
Created: over 5 years ago
Updated: about 2 months ago
Last pushed: over 3 years ago
Last synced: 1 day ago
Topics: financial-options, option-pricing, quantitative-finance, stochastic-processes, vanilla-option-pricing
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Dependencies
pyproject.toml
pypi
- appdirs ^1.4.4 develop
- dephell ^0.8.3 develop
- pytest ^6.1 develop
- pytest-cov ^2.10.1 develop
- sphinx ^3.2.1 develop
- sphinx_rtd_theme ^0.5.0 develop
- numpy ^1.19.2
- pandas ^1.1.3
- py-lets-be-rational ^1.0.1
- py_vollib ^1.0.1
- python ^3.7
- scipy ^1.5.2
poetry.lock
pypi
- aiohttp 3.6.2 develop
- alabaster 0.7.12 develop
- appdirs 1.4.4 develop
- async-timeout 3.0.1 develop
- atomicwrites 1.4.0 develop
- attrs 20.2.0 develop
- babel 2.8.0 develop
- cerberus 1.3.2 develop
- certifi 2020.6.20 develop
- chardet 3.0.4 develop
- colorama 0.4.3 develop
- coverage 5.3 develop
- dephell 0.8.3 develop
- dephell-archive 0.1.7 develop
- dephell-argparse 0.1.3 develop
- dephell-changelogs 0.0.1 develop
- dephell-discover 0.2.10 develop
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- dephell-setuptools 0.2.4 develop
- dephell-shells 0.1.5 develop
- dephell-specifier 0.2.2 develop
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- docutils 0.16 develop
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- imagesize 1.2.0 develop
- importlib-metadata 2.0.0 develop
- iniconfig 1.0.1 develop
- jinja2 2.11.2 develop
- m2r 0.2.1 develop
- markupsafe 1.1.1 develop
- mistune 0.8.4 develop
- multidict 4.7.6 develop
- packaging 20.4 develop
- pexpect 4.8.0 develop
- pluggy 0.13.1 develop
- ptyprocess 0.6.0 develop
- py 1.9.0 develop
- pygments 2.7.1 develop
- pyparsing 2.4.7 develop
- pytest 6.1.1 develop
- pytest-cov 2.10.1 develop
- requests 2.24.0 develop
- ruamel.yaml 0.16.12 develop
- ruamel.yaml.clib 0.2.2 develop
- shellingham 1.3.2 develop
- snowballstemmer 2.0.0 develop
- sphinx 3.2.1 develop
- sphinx-rtd-theme 0.5.0 develop
- sphinxcontrib-applehelp 1.0.2 develop
- sphinxcontrib-devhelp 1.0.2 develop
- sphinxcontrib-htmlhelp 1.0.3 develop
- sphinxcontrib-jsmath 1.0.1 develop
- sphinxcontrib-qthelp 1.0.3 develop
- sphinxcontrib-serializinghtml 1.1.4 develop
- toml 0.10.1 develop
- tomlkit 0.7.0 develop
- typing-extensions 3.7.4.3 develop
- urllib3 1.25.10 develop
- yarl 1.6.0 develop
- yaspin 1.1.0 develop
- zipp 3.3.0 develop
- numpy 1.19.2
- pandas 1.1.3
- py-lets-be-rational 1.0.1
- py-vollib 1.0.1
- python-dateutil 2.8.1
- pytz 2020.1
- scipy 1.5.2
- simplejson 3.17.2
- six 1.15.0