AIM-IT4 / MultiLangMonteCarloSimLinks
☆11Updated last year
Alternatives and similar repositories for MultiLangMonteCarloSim
Users that are interested in MultiLangMonteCarloSim are comparing it to the libraries listed below
Sorting:
- ☆18Updated last year
- ☆24Updated last year
- ☆45Updated last year
- Quant Research☆81Updated 3 months ago
- Financial Strategy Resources☆16Updated 3 years ago
- ☆17Updated last year
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆34Updated 2 years ago
- ☆18Updated last year
- Standardised Bloomberg Fixed Income Processing☆20Updated 5 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated 2 weeks ago
- Vanna-volga pricer for fx options☆9Updated 6 years ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆55Updated 2 months ago
- Predictive yield curve modeling in reduced dimensionality☆42Updated 2 years ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated last year
- 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…☆40Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated last week
- SVI volatility surface model and an example of China 50ETF option☆75Updated 5 years ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆48Updated last week
- Load & Query Stock Data Using OpenBB & ArcticDB☆23Updated last year
- Codes for the concepts related to quantitative finance☆52Updated 3 weeks ago
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆27Updated last month
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆166Updated last month
- Applying Differential Machine Learning to Calibrate Heston Model☆18Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- ☆29Updated 2 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆80Updated 3 years ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆79Updated 4 years ago
- Factor Investing Library☆27Updated 2 years ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆31Updated last year