PHBS / ASP
PHBS Applied Stochastic Processes Course Website
☆41Updated 9 months ago
Alternatives and similar repositories for ASP:
Users that are interested in ASP are comparing it to the libraries listed below
- PHBS Research Methodology (for Quant Finance and Fintech) Course Website☆31Updated 11 months ago
- PHBS Stochastic Finance Course Website☆29Updated 10 months ago
- SABR Implied volatility asymptotics☆22Updated 4 years ago
- European and Forward-start option pricing and implied volatility in the Heston and rough Heston model☆21Updated 4 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆17Updated 5 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆48Updated 4 years ago
- ☆17Updated 6 years ago
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆13Updated 9 months ago
- ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.☆28Updated 4 years ago
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆13Updated 4 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆15Updated 4 years ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆14Updated 3 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆45Updated 5 years ago
- Q-quant和因 子投资实证汇总☆19Updated 3 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 9 months ago
- ☆20Updated 3 weeks ago
- Python Package: Fitting and Forecasting the yield curve☆36Updated 3 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆22Updated 2 years ago
- Python Code for Quantitative Finance Papers☆39Updated 4 months ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆56Updated last week
- three stochastic volatility model: Heston, SABR, SVI☆84Updated 5 years ago
- ☆50Updated 7 years ago
- Affine Term-Structure Models: Theory and Implementation☆12Updated 4 years ago
- Equity return and characteristics of China A-Share market☆14Updated last year
- ☆28Updated 4 years ago
- This repository hosts my reading notes for academic papers.☆81Updated 3 years ago
- Advanced Risk and Portfolio Management Resources☆26Updated 5 years ago
- My replication of financial papers.☆18Updated 6 years ago
- ☆14Updated 3 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆38Updated 4 years ago