Montecarlo Simulation Python Packages

sdepy

SdePy: Numerical Integration of Ito Stochastic Differential Equations

mabalgs

:bust_in_silhouette: Multi-Armed Bandit Algorithms Library (MAB) :cop:

optionmc

OptionMC is a Python package for pricing European options using Monte Carlo simulation, featuring variance reduction techniques and educational visualizations. Designed for both quantitative finance practitioners and students learning derivatives pricing.

pele-platform

Automatic platform to launch PELE simulations

mc-sim-fin

montecarlo simulations/analysis library for finance

pele-platform-test

Wrap up Platform to launch all PELE features. [AdaptivePELE, MSM, LigandGrowing, Glide Rescoring]