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DX Analytics | Financial and Derivatives Analytics with Python
N-D labeled arrays and datasets in Python
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
A Python-embedded modeling language for convex optimization problems.
Elegant easy-to-use neural networks + scientific computing in JAX. https://docs.kidger.site/equinox/
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
