FranklinMa810 / Baruch-MFE-Credit-Risk-Modeling
☆16Updated 8 years ago
Alternatives and similar repositories for Baruch-MFE-Credit-Risk-Modeling:
Users that are interested in Baruch-MFE-Credit-Risk-Modeling are comparing it to the libraries listed below
- ☆17Updated 7 years ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆15Updated 5 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆51Updated 4 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- SOFR curve bootstrapping☆24Updated 4 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- Options Pricing using Finite Difference Methods☆14Updated 7 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- This project implements the following models to value options in Python: 1. Black-Scholes model 2. Bachelier model 3. Black76 model 4. Di…☆16Updated 6 years ago
- ☆24Updated 6 years ago
- Python Package: Fitting and Forecasting the yield curve☆37Updated 4 years ago
- ☆50Updated 7 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆24Updated 4 years ago
- ☆18Updated 3 years ago
- Calibration of a Surface SVI☆12Updated 6 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- Analytical solution and calibration☆14Updated 13 years ago
- Deep Neural Networks for Options Pricing (Python)☆46Updated 6 years ago
- NYU Tandon lecture slides☆31Updated last week
- Class materials of Credit Risk Management taught by prof. Ed Hayes☆11Updated 7 years ago
- Baruch MFE program quant lab☆9Updated 6 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆18Updated 2 years ago
- WQU capstone project - short term currency trading strategy utilizing machine learning☆10Updated 2 years ago
- PHBS Stochastic Finance Course Website☆29Updated last year
- Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark☆15Updated 5 years ago
- ☆16Updated 4 years ago
- Advanced Risk and Portfolio Management Resources☆26Updated 5 years ago