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QuantFinanceBook
Open textbook and code on quantitative finance topics
What it is
A free quantitative finance book maintained by Lech Grzelak, published together with its code. The material covers derivative pricing, stochastic processes and numerical methods, with derivations worked through and Python examples alongside the formulas. Students in financial engineering and practitioners who want a structured self-study path will get the most from it. This is learning material rather than a library, so the code is written to illustrate the theory and is not packaged for use in a trading system.
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 | Medium 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): +10 over the period, now 989. Gaps mean no snapshot was taken that day.
Quantitative Finance book.
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