arunp77 / MonteCarlo-simulationLinks
Application to finance
☆33Updated last year
Alternatives and similar repositories for MonteCarlo-simulation
Users that are interested in MonteCarlo-simulation are comparing it to the libraries listed below
Sorting:
- ☆24Updated last year
- ☆34Updated 5 years ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Updated 5 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆90Updated 2 months ago
- This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometr…☆45Updated 6 months ago
- Quant Research☆91Updated this week
- ☆18Updated 2 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 7 months ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆44Updated 6 years ago
- Implementation of Modern Portfolio Theory and Black Litterman Model☆18Updated 3 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆49Updated 4 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆19Updated 3 years ago
- Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.☆18Updated last year
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated last year
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆48Updated 2 weeks ago
- ☆14Updated 4 years ago
- Predictive yield curve modeling in reduced dimensionality☆45Updated 2 years ago
- Links for the most relevant topics☆32Updated 5 years ago
- Portfolio Construction and Risk Management book's Python code.☆146Updated last month
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated 2 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆31Updated 2 years ago
- ☆47Updated 2 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- Python Code for Quantitative Finance Papers☆44Updated last year
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆36Updated 4 years ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 4 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago