Stars
Implementation of "A deep solver for BSDEs with jumps"
Implementation of the vanilla Deep Hedging engine
Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.
Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.