MITRIDAT3 / Multiple-Curve-Construction-StudyLinks
☆14Updated 9 months ago
Alternatives and similar repositories for Multiple-Curve-Construction-Study
Users that are interested in Multiple-Curve-Construction-Study are comparing it to the libraries listed below
Sorting:
- Algo Trading Research & Documentation☆20Updated last week
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last week
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated last year
- Portfolio optimization with cvxopt☆40Updated 6 months ago
- Quant Research☆84Updated this week
- ☆16Updated 7 months ago
- Portfolio Construction and Risk Management book's Python code.☆117Updated 3 weeks ago
- Python library for asset pricing☆116Updated last year
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆40Updated last year
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆33Updated 4 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆63Updated 4 months ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- ☆25Updated 4 months ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆39Updated 9 months ago
- Risk tools for commodities trading and finance☆32Updated last month
- By means of stochastic volatility models☆44Updated 5 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆105Updated 3 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆22Updated last month
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated last month
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆28Updated 2 months ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆33Updated last year
- ☆18Updated last year
- Quantamental finance research with python☆149Updated 3 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- ☆46Updated last year
- ☆64Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆81Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year