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Derman Papers
Notebooks replicating Emanuel Derman's quantitative finance papers
What it is
A set of notebooks that replicate original quantitative finance papers by Emanuel Derman. Models and derivations from the papers are reproduced as runnable code, so each result can be checked step by step. Quant researchers and financial engineering students who want to study classic models hands-on are the intended readers. The notebooks follow the papers closely and are most useful read alongside the originals.
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 | Steep 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 529. Gaps mean no snapshot was taken that day.
Notebooks that replicate original quantitative finance papers from Emanuel Derman.
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