| _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:-----------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------| | _{[Options](https://github.com/PHBS/2018.M1.ASP/tree/master/py)} | _{Black Scholes and Copula.} | _nan | _nan | _nan | _{:heavy_check_mark:} | | | _{[Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks)} | _{The economics of futures, futures, options, and swaps.} | _{2016-02-09 05:30:27} | _{2021-04-06 20:49:41} | _8.0 | _{:heavy_check_mark:} | | | _{[Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd)} | _{Volatility derivatives analytics.} | _{2016-10-21 04:12:50} | _{2021-02-22 13:32:00} | _79.0 | _{:heavy_check_mark:} | | | _{[Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb)} | _{Callable Bond, Hull White.} | _{2018-06-06 22:06:06} | _{2018-06-06 22:27:02} | _4.0 | _{:heavy_multiplication_x:} | | | _{[Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36)} | _{Derivative analytics with Python.} | _{2015-07-09 12:27:29} | _{2021-02-22 13:29:18} | _388.0 | _{:heavy_check_mark:} | | | _{[Options](https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D)} | _{Introduction to options.} | _{2017-07-28 15:48:29} | _{2021-03-17 17:17:08} | _335.0 | _{:heavy_check_mark:} | | | _{[Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging)} | _{Advanced derivatives.} | _{2018-03-02 23:53:53} | _{2018-07-17 23:32:23} | _3.0 | _{:heavy_multiplication_x:} | | | _{[Option Strategies](https://github.com/rstreppa/valuation-OptionStrategies)} | _{Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.} | _{2018-05-22 18:27:26} | _{2018-05-22 18:30:24} | _2.0 | _{:heavy_multiplication_x:} | | | _{[Computational Derivatives](https://github.com/chenbowen184/Computational_Finance)} | _{Projects focusing on investigating simulations and computational techniques applied in finance.} | _{2018-01-29 05:01:52} | _{2018-08-02 05:56:49} | _17.0 | _{:heavy_multiplication_x:} | | | _{[Reinforcement Learning](https://github.com/FinTechies/HedgingRL)} | _{Hedging portfolios with reinforcement learning.} | _{2017-04-21 10:58:56} | _{2017-08-02 21:41:06} | _16.0 | _{:heavy_multiplication_x:} | | | _{[Options Risk Measures](https://github.com/wanglouis49/risk_estimation)} | _{Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).} | _{2016-04-29 03:51:25} | _{2018-01-16 01:24:07} | _1.0 | _{:heavy_multiplication_x:} | | | _{[Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb)} | _{Options pricing.} | _{2017-12-09 18:50:20} | _{2018-07-09 09:48:36} | _1.0 | _{:heavy_multiplication_x:} | | | _{[Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb)} | _{Binomial tree for American call.} | _{2018-05-18 18:08:16} | _{2018-09-21 19:59:01} | _1.0 | _{:heavy_multiplication_x:} | |