Stochastic calculus handbook pdf
☆64Mar 6, 2024Updated 2 years ago
Alternatives and similar repositories for stochastic-calculus
Users that are interested in stochastic-calculus are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This code is a version of implement of the essay named Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitati…☆14Mar 15, 2024Updated 2 years ago
- Options Dynamic Delta Hedge Simulation☆17Sep 23, 2020Updated 6 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Jul 10, 2021Updated 5 years ago
- A simple application designed to automate a covered calls trading strategy https://arkm97.github.io/covered-calls/)☆12Feb 9, 2022Updated 4 years ago
- ☆23Dec 3, 2019Updated 6 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- BSc Thesis on the Garch-Midas model☆28Feb 18, 2022Updated 4 years ago
- 武汉大学复变函数与积分变换期末考试复习资料,祝各位逢考必过!☆14Dec 18, 2021Updated 4 years ago
- ☆12Nov 20, 2025Updated 10 months ago
- Code for the NFL Big Data Bowl 2024 submission on Tackle Probability, Opportunity, and Conversion☆14Mar 4, 2024Updated 2 years ago
- This porject is for recording my study path in snowball option pricing and its delta hedging☆16Feb 12, 2021Updated 5 years ago
- Capstone Research Project in NYU Courant☆12Jan 3, 2020Updated 6 years ago
- ☆18Dec 11, 2023Updated 2 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆12May 13, 2020Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Python code for solving partial differential equations (PDEs) using deep learning. Specifically, we provide implementations for solving t…☆26Jun 14, 2024Updated 2 years ago
- AI歌手翻唱☆12Jun 9, 2023Updated 3 years ago
- ☆23Aug 18, 2021Updated 5 years ago
- Apply Physics-informed neural networks in solving Black-Scholes Equations☆18Jan 14, 2025Updated last year
- Solving high-dimensional Partial Differential Equations with Deep Learning☆27Jul 23, 2019Updated 7 years ago
- ☆15Oct 25, 2021Updated 4 years ago
- ☆18Feb 8, 2024Updated 2 years ago
- Masters of Analytics at UChicago☆17Dec 6, 2019Updated 6 years ago
- ☆14Sep 11, 2022Updated 4 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- This is the code repository for 7FNCE025W High Frequency Trading.☆12Apr 12, 2023Updated 3 years ago
- Solution for Kaggle competition - Home-Credit-Default-Risk☆15Jan 22, 2019Updated 7 years ago
- A tutorial on Hierarchical Bayesian Modelling☆18May 8, 2020Updated 6 years ago
- Machine Learning For Physicists☆21Jan 26, 2026Updated 8 months ago
- Diebold & Yilmaz method, DCC-Garch method on composite indicies. 2009-2019☆23May 31, 2020Updated 6 years ago
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- ☆29Jun 28, 2023Updated 3 years ago
- ☆35Sep 22, 2021Updated 5 years ago
- Stochastic model specification search for TVP-VAR-SV☆26Oct 30, 2020Updated 5 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Приведена архитектура нейронной сети, основанной на преобразовании Фурье для решения УЧП Навье-Стокса☆11Sep 30, 2022Updated 4 years ago
- Functions for Hierarchical Bayesian Estimation: A Flexible Approach☆25Jul 3, 2019Updated 7 years ago
- Adaptive Regularized Newton Method for Riemannian Optimization☆33Sep 27, 2019Updated 7 years ago
- Exponentially-weighted recursive least squares (EW-RLS) for online linear regression.☆16Sep 28, 2026Updated 2 weeks ago
- Fast Gaussian-process inference using Vecchia approximations☆25Jan 29, 2026Updated 8 months ago
- 资产配置方案项目☆33Nov 18, 2020Updated 5 years ago
- The notebook system with its regulations and templates.☆11Nov 24, 2019Updated 6 years ago