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dawp
Notebooks and code for Derivatives Analytics with Python
What it is
The companion code for Yves Hilpisch's book Derivatives Analytics with Python from Wiley Finance. It provides Jupyter notebooks and Python code for the book's modelling and valuation examples. Financial engineering students and quant researchers learning derivatives pricing in Python get runnable versions of the book's methods. The code follows the book closely, so it is best used alongside the text rather than as a general-purpose library.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Strategy research, Data analysis |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | Low practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): 0 over the period, now 639. Gaps mean no snapshot was taken that day.
Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.
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