←
Back to Open Source
🐙 GitHub Detail
S
AIM-IT4/stochPathSim
By AIM-IT4
Stochastic path simulation, derivatives pricing and risk analytics in Python: Heston, Hull-White, G2++, CIR, Merton, SABR, Monte Carlo pricing, exposure/CVA and backtesting.
GitHub
Python
MIT License
Updated 17 Oct 2026
Live Snapshot
⭐
Stars
15
🍴
Forks
6
📄
License
MIT License
🧩
Type
Python
📘
About this open-source project
Live information fetched from GitHub.
Stochastic path simulation, derivatives pricing and risk analytics in Python: Heston, Hull-White, G2++, CIR, Merton, SABR, Monte Carlo pricing, exposure/CVA and backtesting.
🌿
Default Branch
main
🐞
Open Issues
0
👀
Watchers
15