Data

Tools

Indexes

Applications

Experiments

Open Source Science

structured-products-in-python

"Structured Products in Python" project from Paris-Dauphine University lecture. This project is aimed to create a pricing engine for derivatives and structured products

https://github.com/baptistezloch/structured-products-in-python

Science Score: 44.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • ✓
    CITATION.cff file
    Found CITATION.cff file
  • ✓
    codemeta.json file
    Found codemeta.json file
  • ✓
    .zenodo.json file
    Found .zenodo.json file
  • ○
    DOI references
  • ○
    Academic publication links
  • ○
    Academic email domains
  • ○
    Institutional organization owner
  • ○
    JOSS paper metadata
  • ○
    Scientific vocabulary similarity
    Low similarity (6.4%) to scientific vocabulary

Keywords

derivatives-pricing options-pricing options-trading quantitative-finance
Last synced: 9 months ago · JSON representation ·

Repository

"Structured Products in Python" project from Paris-Dauphine University lecture. This project is aimed to create a pricing engine for derivatives and structured products

Basic Info
  • Host: GitHub
  • Owner: BaptisteZloch
  • License: mit
  • Language: Jupyter Notebook
  • Default Branch: master
  • Homepage:
  • Size: 4.39 MB
Statistics
  • Stars: 4
  • Watchers: 1
  • Forks: 0
  • Open Issues: 0
  • Releases: 0
Topics
derivatives-pricing options-pricing options-trading quantitative-finance
Created over 2 years ago · Last pushed about 2 years ago
Metadata Files
Readme Citation

README.md

Lecture "Structured Products in Python" from Paris-Dauphine University.

Project goals

Pricing derivatives & Structured products in Python

Setting up the project

Run the file following commands, it will install dependencies and create a virtual environment for the project : In Windows : bat python -m venv .venv @REM Could also be python3 -m venv .venv .\.venv\Scripts\pip.exe install -r requirements.txt In Linux/MacOS ```bash python -m venv .venv

Could also be python3 -m venv .venv

..venv\bin\pip install -r requirements.txt -U `` All the code is in thesrcfolder. The project guidelines are in thestatic` folder.

Access API

The API is available here : https://structured-pricing-api-dauphine.koyeb.app/docs

Access App

The App is available here (it is directly connected to the API) : https://sp-app-in-python.streamlit.app/

Description

The main part of the code (the API is available in src/main_backend.py). The whole project is dockerized in order to facilitate the deployment in the cloud.

Owner

  • Name: Baptiste ZLOCH
  • Login: BaptisteZloch
  • Kind: user
  • Location: Gif-sur-Yvette
  • Company: CentraleSupelec

I'm currently student at CentraleSupelec with Computer Science specialization and a huge interest in Quantative Trading.

Citation (CITATION.CFF) 

cff-version: 1.2.0
message: If you use this software, please cite it using the following DOI.
title: Pricing structured products in Python Paris-Dauphine University Lecture.
version: 0.2.1
authors:
  - name: Hugo SOLEAU
    email: hugo.soleau@dauphine.eu
  - name: Matthieu MONNOT
    email: matthieu.monnot@dauphine.eu
  - name: Naim LEHBIBEN
    email: naim.lehbiben@dauphine.eu
  - name: Baptiste ZLOCH
    email: baptiste.zloch@dauphine.eu
license: MIT

GitHub Events

Total
  • Watch event: 4
Last Year
  • Watch event: 4

Dependencies

requirements.txt pypi
  • black *
  • bokeh *
  • fastapi *
  • ipykernel *
  • matplotlib *
  • numpy *
  • openpyxl *
  • pandas *
  • quant_invest_lab *
  • scikit-learn *
  • scipy *
  • seaborn *
  • statsmodels *
  • streamlit *
  • tqdm *
  • yfinance *