AIM-IT4 / QuantitativeDerivativeModelsLinks
☆46Updated last year
Alternatives and similar repositories for QuantitativeDerivativeModels
Users that are interested in QuantitativeDerivativeModels are comparing it to the libraries listed below
Sorting:
- Quant Research☆86Updated 2 weeks ago
- Algo Trading Research & Documentation☆21Updated 3 weeks ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated 2 months ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆141Updated last year
- Code repository for Pricing and Trading Interest Rate Derivatives☆99Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆170Updated last week
- Macrosynergy Quant Research☆149Updated this week
- Predictive yield curve modeling in reduced dimensionality☆44Updated 2 years ago
- ☆81Updated 9 months ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated last year
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆87Updated 5 months ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆265Updated last month
- Portfolio Construction and Risk Management book's Python code.☆117Updated last month
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆237Updated 6 months ago
- Python Code for Quantitative Finance Papers☆39Updated 10 months ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆81Updated 3 years ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆33Updated last year
- Neural network local volatility with dupire formula☆78Updated 4 years ago
- ☆29Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Quantamental finance research with python☆149Updated 3 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆50Updated 6 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆196Updated 9 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…☆40Updated last year
- ☆64Updated 2 years ago
- Python library for asset pricing☆117Updated last year
- Codes for the concepts related to quantitative finance☆56Updated 2 weeks ago
- SOFR curve bootstrapping☆26Updated 5 years ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆101Updated 9 months ago