JinxinXiong / Baruch_Cplusplus_Financial_Engineering
My solutions for the “C++ Programming for Financial Engineering” Online Certificate. It is a joint project by the Baruch MFE program, Dr. Daniel Duffy and QuantNet.
☆31Updated 6 years ago
Alternatives and similar repositories for Baruch_Cplusplus_Financial_Engineering:
Users that are interested in Baruch_Cplusplus_Financial_Engineering are comparing it to the libraries listed below
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆53Updated 2 years ago
- ☆45Updated last year
- Semi-automatic analysis of a financial series using Python.☆12Updated 3 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆25Updated 4 years ago
- Advanced Risk and Portfolio Management Resources☆26Updated 5 years ago
- baruch mfe mth9814 financial instruments☆13Updated 6 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆19Updated 6 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆15Updated 7 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
- Python for Finance module for Imperial MSc in Mathematics and Finance☆94Updated 3 months ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆73Updated 3 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆18Updated last year
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆21Updated 7 years ago
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆26Updated 2 years ago
- Baruch MFE 2019 Spring☆39Updated 4 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆94Updated 2 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆29Updated 4 years ago
- Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark☆15Updated 5 years ago
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆11Updated 4 years ago
- ☆17Updated 6 years ago
- ☆16Updated 8 years ago
- This is some work on option prcing and greeks calculation for dynamic hedge. These functions are numerical pricing methods employed to re…☆17Updated 4 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆15Updated 5 years ago
- Quant Research☆71Updated 2 weeks ago
- Baruch MFE program quant lab☆24Updated 6 years ago