JackJacquier / python-for-financeLinks
Python for Finance module for Imperial MSc in Mathematics and Finance
☆113Updated 2 months ago
Alternatives and similar repositories for python-for-finance
Users that are interested in python-for-finance are comparing it to the libraries listed below
Sorting:
- Quant Research☆98Updated 2 months ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆126Updated 3 months ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆206Updated last year
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆159Updated 2 years ago
- ☆252Updated last year
- We implement the paper: Deep Learning Volatility☆204Updated 5 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆55Updated 6 years ago
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated 2 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆244Updated 11 months ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆103Updated 10 months ago
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆42Updated last year
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Here you will find materials for the course of Computational Finance☆480Updated last year
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆93Updated 4 months ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆106Updated 3 years ago
- ☆47Updated 2 years ago
- ☆86Updated last year
- Python Code for Quantitative Finance Papers☆45Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆275Updated last week
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- A Python implementation of the rough Bergomi model.☆137Updated 7 years ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆350Updated last month
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 4 years ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆54Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆199Updated this week
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- ☆80Updated 4 years ago
- Algo Trading Research & Documentation☆30Updated 5 months ago
- Codes for the concepts related to quantitative finance☆58Updated last month