diff --git a/README.md b/README.md index 4960d19..291b6ab 100644 --- a/README.md +++ b/README.md @@ -58,6 +58,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [pyfin](https://github.com/opendoor-labs/pyfin) - `Python` - Basic options pricing in Python. *ARCHIVED*. - [vollib](https://github.com/vollib/vollib) - `Python` - vollib is a python library for calculating option prices, implied volatility and greeks. - [py_vollib](https://github.com/vollib/py_vollib) - `Python` - vollib Python implementation. +- [vanilla-option-pricers](https://github.com/ArturSepp/VanillaOptionPricers) - `Python` - Fast, vectorised Black-Scholes-Merton and Bachelier pricers and implied volatility fitters, including inverse options for crypto derivatives. - [StochVolModels](https://github.com/ArturSepp/StochVolModels) - `Python` - Pricing analytics and Monte Carlo simulation for stochastic volatility models, including the log-normal SV model and the Heston model. - [QuantPy](https://github.com/jsmidt/QuantPy) - `Python` - A framework for quantitative finance In python. - [Finance-Python](https://github.com/alpha-miner/Finance-Python) - `Python` - Python tools for Finance.