MerinoRaul / IntroFinancialDerivativesLinks
☆29Updated 2 years ago
Alternatives and similar repositories for IntroFinancialDerivatives
Users that are interested in IntroFinancialDerivatives are comparing it to the libraries listed below
Sorting:
- Quant Research☆81Updated 3 months ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- ☆45Updated last year
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆80Updated 10 months ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆50Updated 6 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
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated last week
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated last year
- SOFR curve bootstrapping☆26Updated 4 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆166Updated last month
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆82Updated 3 months ago
- Code for the paper Volatility is (mostly) path-dependent☆62Updated last year
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆40Updated last year
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- Python Code for Quantitative Finance Papers☆39Updated 8 months ago
- Web Repository☆9Updated 3 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆78Updated 3 years ago
- volatility arbitrage in Heston model☆51Updated 2 months ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆23Updated 7 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆89Updated 2 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆17Updated 5 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- Advanced Risk and Portfolio Management Resources☆28Updated 5 years ago
- Python Package: Fitting and Forecasting the yield curve☆37Updated 4 years ago
- Portfolio Construction and Risk Management book's Python code.☆107Updated last week
- Baruch MFE 2019 Spring☆40Updated 5 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Algo Trading Research & Documentation☆20Updated last year