JackJacquier / python-for-finance
Python for Finance module for Imperial MSc in Mathematics and Finance
☆93Updated last month
Alternatives and similar repositories for python-for-finance:
Users that are interested in python-for-finance are comparing it to the libraries listed below
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆92Updated 3 weeks ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated last year
- Quant Research☆67Updated last month
- My Quant Research Papers (incl. Coding & Excel Examples)☆105Updated 2 months ago
- Code that I show on my YouTube Channel☆93Updated last year
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆178Updated last month
- We implement the paper: Deep Learning Volatility☆181Updated 4 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆44Updated 5 years ago
- ☆69Updated 3 years ago
- Python Code for Quantitative Finance Papers☆39Updated 3 months ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 3 years ago
- ☆19Updated last year
- ☆80Updated last month
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆49Updated 4 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆147Updated this week
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆57Updated 3 years ago
- ☆63Updated 6 years ago
- European and Forward-start option pricing and implied volatility in the Heston and rough Heston model☆21Updated 4 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- ☆210Updated 10 months ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆48Updated last year
- Neural network local volatility with dupire formula☆73Updated 3 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆77Updated 4 months ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆240Updated this week
- Code repository for Pricing and Trading Interest Rate Derivatives☆65Updated 2 years ago
- ☆26Updated 2 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆152Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆151Updated 6 years ago
- ☆68Updated 2 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆195Updated last year