AIM-IT4 / StochasticModelsAssetPricingLinks
☆18Updated 2 years ago
Alternatives and similar repositories for StochasticModelsAssetPricing
Users that are interested in StochasticModelsAssetPricing are comparing it to the libraries listed below
Sorting:
- ☆46Updated last year
- Implementation of Modern Portfolio Theory and Black Litterman Model☆18Updated 3 years ago
- Portfolio optimization with cvxopt☆40Updated 8 months ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- ☆24Updated last year
- Predictive yield curve modeling in reduced dimensionality☆45Updated 2 years ago
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated last year
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆46Updated 4 years ago
- Quant Research☆90Updated last month
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15Updated 3 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆44Updated 6 years ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 4 years ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated 2 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆19Updated 3 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆87Updated last month
- ☆14Updated 4 years ago
- ☆74Updated 4 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last month
- Portfolio Construction and Risk Management book's Python code.☆125Updated last week
- Python Code for Quantitative Finance Papers☆40Updated last year
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆28Updated last year
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆91Updated 6 months ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- Codes for the concepts related to quantitative finance☆57Updated last week
- By means of stochastic volatility models☆44Updated 5 years ago
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆13Updated 4 years ago