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 6 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 6 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
- 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
- Baruch MFE program quant lab☆9Updated 6 years ago
- Options Pricing using Finite Difference Methods☆14Updated 7 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆18Updated last year
- Calibration of a Surface SVI☆12Updated 6 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆49Updated 4 years ago
- ☆16Updated 4 years ago
- Homework for Baruch C++ Programming for Financial Engineering Course☆30Updated 4 years ago
- Construction of local volatility surface by using SABR☆28Updated 7 years ago
- Python Package: Fitting and Forecasting the yield curve☆36Updated 4 years ago
- ☆50Updated 7 years ago
- ☆24Updated 6 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated 2 weeks ago
- Class materials of Credit Risk Management taught by prof. Ed Hayes☆11Updated 7 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- ☆17Updated 8 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆24Updated 4 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- Baruch course - Market Microstructure☆12Updated 9 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 10 months ago
- PHBS Stochastic Finance Course Website☆29Updated 11 months ago
- Modeling the volatility of commodity futures Indices☆14Updated 7 years ago
- Asset allocation and Portfolio Management Course @ Baruch MFE☆13Updated 5 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Jo…☆13Updated 7 years ago