Alternatives and similar repositories for stochastic-calculus-for-finance-solutions

Users that are interested in stochastic-calculus-for-finance-solutions are comparing it to the libraries listed below

• aafulei / book-stochastic-calculus-for-finance
  My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.
  ☆35Updated 2 years ago
• luphord / longstaff_schwartz
  A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
  ☆43Updated 2 years ago
• roederd / volatility_model_calibration_with_nn
  ☆16Updated 5 years ago
• deepintomlf / mlfbook
  ☆80Updated 4 years ago
• LechGrzelak / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆15Updated 3 years ago
• mChataign / Beyond-Surrogate-Modeling-Learning-the-Local-Volatility-Via-Shape-Constraints
  Repository attached to the paper with the same name.
  ☆21Updated 4 years ago
• JackJacquier / Heston-normal-and-rough
  European and Forward-start option pricing and implied volatility in the Heston and rough Heston model
  ☆22Updated 5 years ago
• mChataign / DupireNN
  Neural network local volatility with dupire formula
  ☆79Updated 4 years ago
• weiguanwang / Hedging_Neural_Networks
  Code for the paper "Hedging with linear regressions and neural networks"
  ☆39Updated 4 years ago
• Lapsilago / Machine-Learning---Option-Pricing-Calibration-Hedging--
  Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging
  ☆16Updated 5 years ago
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆53Updated last year
• ck2w / baruch-mfe-lab
  Baruch MFE program quant lab
  ☆30Updated 7 years ago
• AndrewLyasoff / SMAP
  Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…
  ☆24Updated 4 years ago
• LikunOuyang / MTH9855-Asset-Allocation
  Asset allocation and Portfolio Management Course @ Baruch MFE
  ☆15Updated 5 years ago
• yc-liu / mth9814
  baruch mfe mth9814 financial instruments
  ☆17Updated 7 years ago
• RoughStochVol / regularity_structure_finance
  Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.
  ☆12Updated 8 years ago
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆56Updated 3 years ago
• JackJacquier / python-for-finance
  Python for Finance module for Imperial MSc in Mathematics and Finance
  ☆113Updated last month
• alexandrecarbonneau / Deep-Hedging-of-Long-Term-Financial-Derivatives
  This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.
  ☆33Updated 5 years ago
• bstemper / deep_rough_calibration
  C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.
  ☆37Updated 7 years ago
• yangangchen / Amer_Op_Neural_Net
  Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…
  ☆21Updated 5 years ago
• BrianNingUT / ArbFreeIV-VAE
  Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
  ☆38Updated 2 years ago
• dpopadic / arpmRes
  Advanced Risk and Portfolio Management Resources
  ☆33Updated 6 years ago
• Quintus-Zhang / Ferret
  Options Pricing using Finite Difference Methods
  ☆16Updated 8 years ago
• luphord / yield_curve_dynamics
  A cursory look at the dynamics of zero coupon bond yield curves.
  ☆15Updated 3 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆66Updated 3 years ago
• jgatheral / AFVsimulationCode
  We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.
  ☆17Updated 3 years ago
• jieqian2 / Numerical-Methods-in-Finance
  This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.
  ☆11Updated 5 years ago
• Wenbo-G / NN-volatility-forecasting-review
  ☆17Updated 4 years ago
• niknow / machine-learning-examples
  ☆25Updated 9 months ago