Solutions for the exercise problems of Steven E. Shreve's Stochastic Calculus for Finance
☆37Sep 2, 2019Updated 6 years ago
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
Sorting:
- My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.☆37May 20, 2023Updated 2 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated last year
- ☆12Dec 21, 2022Updated 3 years ago
- ☆14Mar 1, 2024Updated 2 years ago
- Solutions to machine learning HW from bloomberg ml course☆11Jun 23, 2019Updated 6 years ago
- A PyTorch exercise in implementing a continuous time LSTM to simulate Neural Hawkes Process based on the paper by Hongyuan Mei and Jason …☆11Apr 11, 2023Updated 2 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Apr 24, 2023Updated 2 years ago
- Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and…☆23Sep 8, 2023Updated 2 years ago
- This porject is for recording my study path in snowball option pricing and its delta hedging☆17Feb 12, 2021Updated 5 years ago
- ☆15Jul 9, 2022Updated 3 years ago
- Zakamouline optimal delta hedging strategy python implementation.☆20Dec 11, 2022Updated 3 years ago
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 4 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆23Jun 24, 2022Updated 3 years ago
- modeling FICC market with QuantLib☆22Nov 16, 2022Updated 3 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆33Jul 28, 2020Updated 5 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆30Oct 23, 2023Updated 2 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆56Apr 15, 2019Updated 6 years ago
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆26Mar 29, 2021Updated 4 years ago
- ☆38May 23, 2024Updated last year
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Aug 12, 2021Updated 4 years ago
- ☆11Dec 1, 2023Updated 2 years ago
- A machine learning tool that implements the class of state-dependent Hawkes processes.☆33Jul 31, 2023Updated 2 years ago
- Code for the paper "Hedging with linear regressions and neural networks"☆40May 14, 2021Updated 4 years ago
- Financial Modelling and Computation☆11Nov 19, 2017Updated 8 years ago
- A bot that can send messages, images, and stickers to LINE.☆10Jan 3, 2022Updated 4 years ago
- Blog Posts Repo☆12Jun 3, 2019Updated 6 years ago
- Minimal implementation and experiments of "No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging".☆31May 26, 2021Updated 4 years ago
- This is a fork from Ryan Carson's AI Dev Tasks repository, with some code cleanup and refactoring to enable support for PostgreSQL databa…☆15Sep 8, 2025Updated 6 months ago
- This repository is for my undergraduate thesis. It contains the tex file, the bib file and figures needed to reproduce the thesis. Some p…☆13Jun 5, 2019Updated 6 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- ☆12Jul 8, 2024Updated last year
- Hidden Markov Model for .NET☆11Jul 13, 2015Updated 10 years ago
- The project is advised by Professor Robert Engle in his FINANCIAL ECONOMETRICS PhD course. I made comparison between the performance of d…☆10Sep 14, 2018Updated 7 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- The QuTiP lattice package☆13Aug 28, 2024Updated last year
- Library for conditional Gaussian mixture models, compatible with scikit-learn.☆38Oct 1, 2025Updated 5 months ago
- .NET library that provides Forex trading integration with the Oanda V20 REST Api.☆11Nov 20, 2024Updated last year