beratkirik / CPP-Programming-for-Financial-Engineering
QuantNet course on C++ programming (completed with Certificate with Distinction)
☆53Updated 2 years ago
Alternatives and similar repositories for CPP-Programming-for-Financial-Engineering:
Users that are interested in CPP-Programming-for-Financial-Engineering are comparing it to the libraries listed below
- ☆46Updated last year
- Python for Finance module for Imperial MSc in Mathematics and Finance☆95Updated 3 months ago
- My solutions for the “C++ Programming for Financial Engineering” Online Certificate. It is a joint project by the Baruch MFE program, Dr.…☆30Updated 6 years ago
- Codes for the concepts related to quantitative finance☆50Updated last week
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆57Updated 4 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆73Updated 3 years ago
- ☆29Updated 2 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆77Updated 6 months ago
- Quant Research☆69Updated last month
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆49Updated 4 years ago
- three stochastic volatility model: Heston, SABR, SVI☆84Updated 5 years ago
- ☆81Updated 3 months ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆48Updated last year
- ☆19Updated last year
- Python Code for Quantitative Finance Papers☆39Updated 5 months ago
- volatility arbitrage in Heston model☆42Updated 2 months ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆27Updated 4 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆45Updated 5 years ago
- Use the Finite Difference method to price European, American and Bermudan options.☆21Updated 4 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Algo Trading Research & Documentation☆17Updated 9 months ago
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆26Updated last year
- CQF☆20Updated 2 years ago
- Semi-automatic analysis of a financial series using Python.☆12Updated 3 years ago
- HFT signals on GDAX☆91Updated 7 years ago
- ☆215Updated last year
- Baruch MFE 2019 Spring☆37Updated 4 years ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆44Updated this week
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆29Updated 3 years ago