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☆82Updated 4 months ago
- ☆45Updated last year
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated 3 weeks ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated 10 months ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆93Updated 2 years ago
- ☆81Updated 7 months ago
- SOFR curve bootstrapping☆26Updated 5 years ago
- Macrosynergy Quant Research☆147Updated this week
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆167Updated last month
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆135Updated last year
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆235Updated 5 months ago
- Portfolio Construction and Risk Management book's Python code.☆114Updated last week
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆31Updated last year
- Algo Trading Research & Documentation☆20Updated last year
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆87Updated 4 months ago
- ☆226Updated last year
- Python for Finance module for Imperial MSc in Mathematics and Finance☆99Updated 7 months ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- Python Code for Quantitative Finance Papers☆39Updated 9 months ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆161Updated 6 years ago
- Quantamental finance research with python☆149Updated 3 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
- Website dedicated to a book on machine learning for factor investing☆226Updated 2 years ago
- Python library for asset pricing☆116Updated last year
- Code that I show on my YouTube Channel☆101Updated 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