AIM-IT4 / MultiLangMonteCarloSim
☆11Updated 6 months ago
Related projects: ⓘ
- ☆17Updated 11 months ago
- ☆22Updated 7 months ago
- Financial Strategy Resources☆12Updated 2 years ago
- ☆44Updated 10 months ago
- Quant Research☆59Updated this week
- Algo Trading Research & Documentation☆10Updated 3 months ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆20Updated 6 months ago
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆35Updated 6 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆130Updated last month
- ☆18Updated 11 months ago
- Neural network local volatility with dupire formula☆71Updated 3 years ago
- Predictive yield curve modeling in reduced dimensionality☆37Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆171Updated last year
- My Quant Research Papers (incl. Coding & Excel Examples)☆94Updated 10 months ago
- This repository contains the python codes as well as data files which have been included in the ML for Trading ebook☆59Updated 2 years ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆43Updated this week
- Code repository for Pricing and Trading Interest Rate Derivatives☆50Updated last year
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆35Updated 3 months ago
- Macrosynergy Quant Research☆83Updated this week
- A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for f…☆121Updated this week
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆70Updated 2 years ago
- ☆26Updated last year
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 5 years ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆42Updated last month
- By means of stochastic volatility models☆41Updated 4 years ago
- ☆16Updated 11 months ago
- Python Code for Quantitative Finance Papers☆32Updated 3 months ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆14Updated 5 years ago
- Codebase for the Blogs of Famous Quantitative Research Algorithms☆11Updated 4 months ago