SohamDutta2002 / Finance
Study resources for quantitative finance
☆68Updated 2 years ago
Related projects ⓘ
Alternatives and complementary repositories for Finance
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆43Updated 4 years ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆90Updated this week
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆47Updated 2 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆175Updated this week
- The CQF resources and my learning records☆120Updated 9 months ago
- Resources to Prepare for Quant Developers/ Quantitative Researcher/ Quantitative Trader/ Quant Analyst/ Software Engineers in Quant Tradi…☆129Updated 3 months ago
- Quant Research☆66Updated this week
- ☆202Updated 8 months ago
- Jane Street quant interview/test☆92Updated 7 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆141Updated last week
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 2 years ago
- Here you will find materials for the course of Computational Finance☆382Updated 8 months ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆183Updated last year
- We implement the paper: Deep Learning Volatility☆177Updated 4 years ago
- ☆45Updated last year
- The CQF program☆80Updated 8 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆218Updated 2 weeks ago
- Algo Trading Research & Documentation☆15Updated 5 months ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆44Updated 5 years ago
- ☆74Updated this week
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆89Updated this week
- Collection of resources used on QuantPy YouTube channel.☆164Updated 11 months ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆151Updated 3 years ago
- Preparation material and resources for the ML (including DL) and Quant Research interviews☆112Updated 3 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆80Updated last month
- Books for Quant Finance Interviews☆61Updated 9 years ago
- The ultimate guide to landing a job or internship in quantitative finance.☆153Updated last year
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆330Updated 7 months ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆90Updated 11 months ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆22Updated 9 months ago