AIM-IT4 / QuantitativeDerivativeModels
☆45Updated last year
Alternatives and similar repositories for QuantitativeDerivativeModels:
Users that are interested in QuantitativeDerivativeModels are comparing it to the libraries listed below
- Quant Research☆71Updated 2 weeks ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆77Updated 7 months ago
- Algo Trading Research & Documentation☆17Updated 9 months ago
- Portfolio Construction and Risk Management book's Python code.☆83Updated last month
- Portfolio optimization with cvxopt☆37Updated 2 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆154Updated 2 months ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Python Code for Quantitative Finance Papers☆39Updated 5 months ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Macrosynergy Quant Research☆118Updated this week
- ☆81Updated 4 months ago
- My Quant Research Papers (incl. Coding & Excel Examples)☆110Updated 3 weeks ago
- ☆58Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆202Updated last month
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆28Updated last year
- ☆29Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆96Updated 2 months ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆63Updated 2 months ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆45Updated 5 years ago
- Python library for asset pricing☆113Updated last year
- Code for the paper Volatility is (mostly) path-dependent☆59Updated last year
- ☆41Updated 2 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆62Updated last week
- Code repository for Pricing and Trading Interest Rate Derivatives☆70Updated 2 years ago
- volatility arbitrage in Heston model☆44Updated 2 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- A collection of quantitative finance notebooks. Including MPT, Monte Carlo simulations and Machine Learning algorithms☆13Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago