JoaoJungblut / QuantFinanceTrainingLinks
This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.
☆36Updated last year
Alternatives and similar repositories for QuantFinanceTraining
Users that are interested in QuantFinanceTraining are comparing it to the libraries listed below
Sorting:
- Quant Research☆90Updated last month
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆155Updated last year
- Macrosynergy Quant Research☆159Updated last week
- Code repository for Pricing and Trading Interest Rate Derivatives☆101Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆177Updated last month
- ☆47Updated 2 years ago
- ☆82Updated 11 months ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆241Updated 8 months ago
- Python Code for Quantitative Finance Papers☆42Updated last year
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆86Updated 3 years ago
- ☆144Updated last year
- ☆88Updated last week
- Predictive yield curve modeling in reduced dimensionality☆45Updated 2 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆119Updated 2 weeks ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆95Updated 7 months ago
- Algo Trading Research & Documentation☆21Updated 2 months ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆266Updated 2 weeks 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
- volatility arbitrage in Heston model☆62Updated 6 months ago
- Advanced Risk and Portfolio Management Resources☆31Updated 6 years ago
- Codes for the concepts related to quantitative finance☆58Updated 2 weeks ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆28Updated 2 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Quantamental finance research with python☆153Updated 3 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆202Updated 11 months ago
- Portfolio Construction and Risk Management book's Python code.☆129Updated last week
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆150Updated 4 years ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆51Updated 2 years ago