jialuechen/torchquant

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

语言：Python · GitHub 星标：189 · Fork：28

话题：automatic-differentiation · deep-learning · derivatives-pricing · numerical-methods · pytorch · quantitative-finance · quantlib · risk-management

在 GitHub 上查看原仓库