JinxinXiong / Baruch_Cplusplus_Financial_EngineeringLinks
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.
☆43Updated 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
Sorting:
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆77Updated 3 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- Deep Neural Networks for Options Pricing (Python)☆49Updated 7 years ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆32Updated 5 years ago
- Dynamic portfolio optimization☆29Updated last year
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 3 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆29Updated 2 years ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆16Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆50Updated 3 years ago
- Baruch MFE 2019 Spring☆43Updated 5 years ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆110Updated 3 weeks ago
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆28Updated 2 years ago
- ML Application of Algorithmic Trading☆23Updated 4 years ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆52Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago
- CS7641 Team project☆97Updated 5 years ago
- Delta hedging under SABR model☆41Updated last year
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Updated 3 years ago
- Quant trader/researcher Interview Question Collection☆19Updated 2 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆12Updated 5 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆87Updated 3 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆20Updated 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
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆76Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Design your own Trading Strategy☆38Updated last year