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Financial stochastic processes and statistical tools

Project description

FinRav 💹

FinRav is an open-source Python library for quantitative finance and statistical modeling.
It provides clean, modular tools for simulating stochastic processes and analyzing financial time series.


✨ Features

  • stoch — A comprehensive module for simulating stochastic processes, including Brownian motion, fractional Brownian motion, and other time-series models commonly used in quantitative finance.

  • stats — A collection of statistical analysis tools for parameter estimation, distribution fitting, and evaluating heavy-tailed behavior in financial data

  • monte_carlo — A flexible Monte Carlo simulation framework for modeling uncertainty, pricing derivatives, and analyzing risk under stochastic dynamics.

⚙️ Installation

pip install finRav

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