MerinoRaul / IntroFinancialDerivativesLinks
☆32Updated 3 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☆98Updated last month
- ☆47Updated 2 years ago
- Algo Trading Research & Documentation☆30Updated 5 months ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆126Updated 2 months ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆104Updated 3 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Macrosynergy Quant Research☆164Updated this week
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆244Updated 11 months ago
- Code that I show on my YouTube Channel☆103Updated 2 years ago
- ☆251Updated last year
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- Python Code for Quantitative Finance Papers☆45Updated last year
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆161Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆197Updated last week
- Portfolio Construction and Risk Management book's Python code.☆162Updated 3 weeks ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆103Updated 9 months ago
- ☆86Updated last year
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆170Updated 7 years ago
- SOFR curve bootstrapping☆26Updated 5 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆206Updated last year
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated 2 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
- Python for Finance module for Imperial MSc in Mathematics and Finance☆113Updated last month
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆36Updated 7 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆117Updated 6 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Updated 3 years ago
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆42Updated last year
- ☆80Updated 4 years ago