broughtj / Fin5350
Computational Financial Modeling
☆31Updated 3 years ago
Related projects ⓘ
Alternatives and complementary repositories for Fin5350
- Finance 6470: Derivatives Markets☆11Updated 3 years ago
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆17Updated last year
- ECON457 2018 Applied Computational Economics and Finance☆25Updated 7 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆26Updated 3 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆23Updated 3 years ago
- Demonstrations of how to use material in the Econ-ARK☆33Updated last month
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆20Updated 5 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆17Updated 5 years ago
- A framework for estimating Basel IV capital requirements.☆18Updated 5 years ago
- A framework for detecting misreported returns in hedge funds.☆16Updated 5 years ago
- This project tries to replicate hedge funds returns.☆21Updated 5 years ago
- ☆14Updated 5 years ago
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Updated 6 years ago
- Jupyter notebooks illustrating solutions to computational macroeconomic problems☆16Updated 3 years ago
- Behavioral Economics and Finance Python Notebooks☆19Updated 5 years ago
- A Python library for generating analytic tests for credit portfolio loss distributions☆31Updated last month
- ☆19Updated 2 years ago
- R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"☆10Updated last year
- Modeling the allocation of resources to markets based on the restraints of objective functions☆14Updated 8 years ago
- ☆39Updated 5 years ago
- NYU Tandon lecture slides☆31Updated 3 weeks ago
- Python Econometrics toolbox, requires NumPy☆27Updated 12 years ago
- Collection of projects oriented around the computational finance domain.☆24Updated 5 years ago
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Updated 8 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆14Updated 3 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 3 years ago