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jialuechen/torchquant

PyTorch for Quantitative Finance : Refine Derivatives Hedging and Pricing with Architecture Alightment in Operators

Owner
jialuechen (personal account)
Stars
Stars: 190
Forks
Forks: 28
Language
Python
License
Apache-2.0
Created
2022
Topics
quantitative-financerisk-managementpytorchnumerical-methodsquantlibautomatic-differentiationderivatives-pricingdeep-learning
Tier
Prototype (100 to 249 ★) What this tier means
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