| Name | Version | Summary | date |
| quantfinance |
0.1.1 |
Package Python complet pour la finance quantitative |
2025-10-19 21:17:56 |
| optipricer |
0.1.0 |
A comprehensive options pricing and analysis library |
2025-10-07 21:35:20 |
| stochvolmodels |
1.1.4 |
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston |
2025-09-01 19:17:36 |
| theoprice |
0.1.1 |
A Python CLI application for fetching real-time options trading data from Upstox API with Black-Scholes Greeks calculations |
2025-08-29 17:18:21 |
| vanilla-option-pricers |
1.2.1 |
Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models |
2025-08-03 11:49:59 |
| greeks-package |
1.1.0 |
Black-Scholes option Greeks made easy - comprehensive Greek calculations for European options |
2025-07-23 04:04:08 |
| derivflow-finance |
0.1.2 |
Advanced derivatives analytics platform for quantitative finance |
2025-07-09 08:36:06 |
| riskoptima |
1.24.0 |
RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. |
2025-02-16 19:26:10 |