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.
☆54Feb 9, 2019Updated 7 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆88Sep 27, 2022Updated 3 years ago
- Homework for Baruch C++ Programming for Financial Engineering Course☆33Oct 16, 2020Updated 5 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆24Jan 20, 2022Updated 4 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆20Jul 4, 2018Updated 8 years ago
- CFA Learning Notes☆18Apr 12, 2024Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Syllabus and exercises for "Data Science for Finance," a course taught in the Masters of Financial Engineering program at UC Berkeley's H…☆25Jun 6, 2017Updated 9 years ago
- ☆16Feb 8, 2024Updated 2 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- Baruch MFE program quant lab☆31May 29, 2018Updated 8 years ago
- Financial Engineering in R☆16Jun 22, 2026Updated last week
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆31Aug 25, 2023Updated 2 years ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆70Mar 10, 2023Updated 3 years ago
- ☆13Mar 20, 2024Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Machine learning models to predict realtime financial market data provided by Jane Street☆52Aug 29, 2021Updated 4 years ago
- Apply Physics-informed neural networks in solving Black-Scholes Equations☆17Jan 14, 2025Updated last year
- Code accompanying the paper "Non-adversarial training of Neural SDEs with signature kernel scores".☆22Sep 8, 2024Updated last year
- ☆12Nov 20, 2025Updated 7 months ago
- ☆23Dec 3, 2019Updated 6 years ago
- ☆17Mar 9, 2021Updated 5 years ago
- Developed a high-performance trading engine using Rust, leveraging its powerful features for low-level systems programming. Engineered to…☆24Nov 9, 2024Updated last year
- For teaching - Jupyter notebooks on financial engineering. Course at Budapest Technical University / Institute of Physics.☆25May 4, 2026Updated 2 months ago
- An asynchronous low-latency trading system☆66Mar 30, 2024Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 years ago
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- A high frequency crypto trading bot using Macrometa Streams, Stream Processing and document database☆22Apr 24, 2025Updated last year
- This repository provides a Python Notebook and resources for calibrating the parameters of the Heston model using observed Call Option pr…☆12Sep 17, 2024Updated last year
- Capstone Research Project in NYU Courant☆12Jan 3, 2020Updated 6 years ago
- A low frequency statistical arbitrage strategy☆21Feb 23, 2019Updated 7 years ago
- financial market analyst with ai agent☆43Feb 26, 2025Updated last year
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Aug 17, 2025Updated 10 months ago
- ☆11Mar 16, 2022Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- The purpose of this script is to implement a very simple trading strategy with Python. This strategy is based on the difference between s…☆19Jul 5, 2019Updated 6 years ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆57Oct 8, 2023Updated 2 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Mar 27, 2018Updated 8 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆35Apr 10, 2023Updated 3 years ago
- SIMPLE: A Gradient Estimator for $k$-subset Sampling☆12Aug 8, 2024Updated last year
- By means of stochastic volatility models☆44Mar 24, 2020Updated 6 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆32Oct 23, 2023Updated 2 years ago