YanaSSS / model-stock-price-dynamics-using-SDELinks
Using Geometric Brownian Motion model to model stock price dynamics - First project using Python
☆8Updated 5 years ago
Alternatives and similar repositories for model-stock-price-dynamics-using-SDE
Users that are interested in model-stock-price-dynamics-using-SDE are comparing it to the libraries listed below
Sorting:
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆11Updated 5 years ago
- ☆15Updated 4 years ago
- A Program to calculate the price of American put or call option with Least Square Monte Carlo☆13Updated 2 years ago
- This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by R…☆14Updated last year
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆9Updated 3 years ago
- A Quantitative Finance Engineering Project☆13Updated 2 years ago
- Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.☆17Updated last year
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆13Updated 4 years ago
- ☆18Updated last year
- Computational Finance And Financial Econometrics - This course is an introduction to computational finance and financial econometrics - d…☆9Updated 4 years ago
- Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method☆37Updated 4 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 8 months ago
- Course materials for Introduction to Time Series, Fall 2023☆11Updated 8 months ago
- Scalable Models of Probabilistic Forecasting with Fuzzy Time Series, PhD Thesis☆10Updated 2 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 5 years ago
- Portfolio Construction using Stratified Models☆11Updated 4 years ago
- Implementation of a variety of Value-at-Risk backtests☆41Updated 6 years ago
- A pricing program for a whole-life insurance with annuity☆10Updated 4 years ago
- Option Pricing with Machine Learning Methods☆13Updated last year
- Python implementation of ARFIMA process with an aim to simulate series.☆20Updated 4 years ago
- Stochastic models to price financial options☆24Updated 4 years ago
- ☆14Updated 5 years ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11Updated 7 years ago
- Examples for the RL course☆10Updated 4 months ago
- Regression Monte Carlo for Optimal Stopping☆9Updated 2 years ago
- ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.☆28Updated 4 years ago
- ARMA-GARCH☆97Updated last year
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆46Updated 4 years ago
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆20Updated 2 years ago
- Various risk analysis projects in R, applying extreme value theory, copula modeling, and value-at-risk backtesting to real world stock da…☆15Updated 4 years ago