MITRIDAT3 / Multiple-Curve-Construction-StudyLinks
☆14Updated last year
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☆30Updated 6 months ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated 2 weeks ago
- Portfolio optimization with cvxopt☆40Updated last month
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated this week
- ☆16Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- Risk tools for commodities trading and finance☆37Updated last month
- ☆47Updated 2 years ago
- Quant Research☆101Updated this week
- 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…☆41Updated last year
- This repository provides a Python Notebook and resources for calibrating the parameters of the Heston model using observed Call Option pr…☆12Updated last year
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆28Updated 5 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆26Updated 4 years ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆77Updated 9 months ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆36Updated 4 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15Updated 3 years ago
- Quantitative finance research notebooks☆26Updated 6 years ago
- Macrosynergy Quant Research☆166Updated this week
- Code that I show on my YouTube Channel☆104Updated 2 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆63Updated 3 weeks ago
- Python library for asset pricing☆127Updated last year
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆124Updated 2 years ago
- Portfolio Construction and Risk Management book's Python code.☆173Updated this week
- SOFR curve bootstrapping☆26Updated 5 years ago
- Neural network local volatility with dupire formula☆79Updated 4 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆25Updated 7 years ago
- ☆86Updated last year
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆97Updated 5 months ago