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☆101Updated this week
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last week
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years 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☆107Updated 3 years ago
- Algo Trading Research & Documentation☆30Updated 6 months ago
- ☆47Updated 2 years ago
- Macrosynergy Quant Research☆166Updated this week
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆127Updated 3 months ago
- Repo for code examples in Quantitative Finance with Python (1st edition) by Chris Kelliher☆166Updated 3 weeks ago
- Code that I show on my YouTube Channel☆104Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆204Updated this week
- Python Code for Quantitative Finance Papers☆46Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆245Updated last year
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆173Updated 7 years ago
- SOFR curve bootstrapping☆26Updated 5 years ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆40Updated last year
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆44Updated 2 years ago
- Quantamental finance research with python☆154Updated 3 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆16Updated 6 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆38Updated 7 years ago
- ☆85Updated last year
- ☆254Updated last year
- Python for Finance module for Imperial MSc in Mathematics and Finance☆112Updated 2 months ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆123Updated 2 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆176Updated last week
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆107Updated 11 months ago
- Portfolio Construction and Risk Management book's Python code.☆173Updated this week
- Code for the paper Volatility is (mostly) path-dependent☆73Updated last year
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆119Updated 6 years ago