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.
  ☆34Updated 2 years ago
• ck2w / baruch-mfe-lab
  Baruch MFE program quant lab
  ☆28Updated 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…
  ☆23Updated 4 years ago
• mChataign / DupireNN
  Neural network local volatility with dupire formula
  ☆77Updated 4 years ago
• JackJacquier / python-for-finance
  Python for Finance module for Imperial MSc in Mathematics and Finance
  ☆99Updated 7 months ago
• BrianNingUT / ArbFreeIV-VAE
  Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
  ☆35Updated 2 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
• deepintomlf / mlfbook
  ☆73Updated 3 years ago
• dpopadic / arpmRes
  Advanced Risk and Portfolio Management Resources
  ☆30Updated 5 years ago
• Pangjing-Wu / market-style-rotation-analysis
  Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.
  ☆26Updated 3 years ago
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆117Updated 3 weeks ago
• luphord / longstaff_schwartz
  A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
  ☆43Updated last year
• 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
• 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.
  ☆29Updated 4 years ago
• rotmanfinhub / gamma-vega-rl-hedging
  ☆35Updated last year
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆64Updated 3 years ago
• Wenbo-G / NN-volatility-forecasting-review
  ☆17Updated 3 years ago
• frankstack / CQF
  Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.
  ☆24Updated 2 years ago
• pewapplepie / Qunat_Interview_Algo
  Quant trader/researcher Interview Question Collection
  ☆15Updated last year
• wahido / neural_locVol
  ☆15Updated 4 years ago
• svenhsia / Calibrating-Rough-Volatility-Models-with-Deep-Learning
  This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.
  ☆50Updated 6 years ago
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆50Updated 2 years ago
• fp1acm8 / Analysis-of-Financial-Time-Series
  Semi-automatic analysis of a financial series using Python.
  ☆13Updated 3 years ago
• LikunOuyang / MTH9855-Asset-Allocation
  Asset allocation and Portfolio Management Course @ Baruch MFE
  ☆14Updated 5 years ago
• Lapsilago / Machine-Learning---Option-Pricing-Calibration-Hedging--
  Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging
  ☆15Updated 5 years ago
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆93Updated 10 months ago
• quantgirluk / Understanding-Quantitative-Finance
  📒 A collection of notes exploring Quantitative Finance concepts with Python
  ☆77Updated this week
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆87Updated 4 months ago
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆39Updated 9 months ago
• JackJacquier / Heston-normal-and-rough
  European and Forward-start option pricing and implied volatility in the Heston and rough Heston model
  ☆20Updated 5 years ago