Jeremy123W / Citadel-SoCal-Datathon-2018-1st-Place-WinnersLinks
1st Place submission in the annual Citadel SoCal Data Open
☆25Updated 7 years ago
Alternatives and similar repositories for Citadel-SoCal-Datathon-2018-1st-Place-Winners
Users that are interested in Citadel-SoCal-Datathon-2018-1st-Place-Winners are comparing it to the libraries listed below
Sorting:
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆79Updated 3 years ago
- Jane Street quant interview/test☆120Updated 8 years ago
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆29Updated 2 years ago
- Preparation material and resources for the ML (including DL) and Quant Research interviews☆143Updated 5 years ago
- Books for Quant Finance Interviews☆82Updated 10 years ago
- My codes and notes for Joshi's book: c++ design patterns and derivatives pricing☆147Updated 11 years ago
- Deep Neural Networks for Options Pricing (Python)☆49Updated 7 years ago
- hanman solver program for job interview☆41Updated 13 years ago
- 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
- Winning submission for the Citadel 2021 Data Open. An Empirical Analysis of New Orleans's Rental Regulations on Airbnb Listings.☆13Updated 4 years ago
- Baruch MFE program quant lab☆17Updated 8 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Updated 5 years ago
- Baruch MFE program quant lab☆30Updated 7 years ago
- Quant interview problems with answers.☆15Updated 7 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
- ☆50Updated 5 years ago
- ☆163Updated 7 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆33Updated 5 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆206Updated last year
- ☆53Updated 8 years ago
- Baruch MFE 2019 Spring☆43Updated 5 years ago
- Our teams's submission to the Datathon held at University of Waterloo, May 12 2018.☆22Updated 7 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆123Updated 2 years ago
- Study resources for quantitative finance☆240Updated 3 years ago
- The CQF resources and my learning records☆212Updated last year
- Advanced Risk and Portfolio Management Resources☆33Updated 6 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆199Updated last week
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 4 years ago
- some interest rate models such as Vasicek and dynamic Nelson-Siegel model☆17Updated 5 years ago