JackJacquier / QuantumComputingLinks
Quantum Computing for Finance
☆17Updated 5 months ago
Alternatives and similar repositories for QuantumComputing
Users that are interested in QuantumComputing are comparing it to the libraries listed below
Sorting:
- Python for Finance module for Imperial MSc in Mathematics and Finance☆99Updated 7 months ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated 3 weeks ago
- A Repository for all the resources to learn finance through Python☆43Updated 2 years ago
- Baruch MFE program quant lab☆28Updated 7 years ago
- ADI Finite Difference schemes for option pricing using the Heston model☆18Updated 7 years ago
- European and Forward-start option pricing and implied volatility in the Heston and rough Heston model☆20Updated 5 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆50Updated 6 years ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆10Updated 2 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆113Updated 6 years ago
- Python Package: Fitting and Forecasting the yield curve☆37Updated 4 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
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆81Updated 3 years ago
- Vine_Copula_based_ARMA_EGARCH☆11Updated 6 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆24Updated 2 years ago
- Python Code for Quantitative Finance Papers☆39Updated 9 months ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Updated 3 months ago
- Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,exte…☆37Updated 6 years ago
- Calibration of a Surface SVI☆13Updated 6 years ago
- Quant Research☆82Updated 4 months ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated last year
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆15Updated 5 years ago
- Price options analytically given stock price characteristic function☆16Updated 9 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆87Updated 4 months ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆17Updated 5 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆196Updated 7 months ago
- Implementation of the famous Black-Litterman model in Jupyter notebook☆40Updated 5 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- Heath–Jarrow–Morton model☆12Updated 4 years ago