broughtj / Fin5350Links
Computational Financial Modeling
☆30Updated 4 years ago
Alternatives and similar repositories for Fin5350
Users that are interested in Fin5350 are comparing it to the libraries listed below
Sorting:
- Finance 6470: Derivatives Markets☆10Updated 4 years ago
- A MATLAB Realisation of Regime Switching Asset Allocation Strategy☆8Updated 8 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 7 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Code for the MSc Finance course "Computational Finance" at U Amsterdam☆23Updated 7 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆29Updated 4 years ago
- Empirical Finance Course (PhD, Julia code)☆36Updated 6 months 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 4 years ago
- ☆16Updated 4 years ago
- ☆24Updated last year
- R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"☆13Updated 2 years ago
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆11Updated 2 years ago
- Behavioral Economics and Finance Python Notebooks☆20Updated 6 years ago
- Large Deviations for volatility options☆13Updated 6 years ago
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Updated 7 years ago
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆14Updated 3 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- ☆39Updated 6 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 4 years ago
- Notebooks that support https://python-advanced.quantecon.org☆19Updated last week
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆15Updated 4 years ago
- Computational Finance: option-pricing and risk-management models; Final Project: Pricing a Multi-Asset American Put Option by a Finite El…☆10Updated 7 years ago
- Yield Curve Modeling Using Dynamic Gaussian Processes☆17Updated 3 years ago
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆19Updated 2 years ago
- Simple wrapper for machine learning models in the context of lead-lag projection modelling.☆25Updated 6 years ago
- Financial Strategy Resources☆16Updated 3 years ago
- My replication of financial papers.☆19Updated 6 years ago
- Syllabus and exercises for "Data Science for Finance," a course taught in the Masters of Financial Engineering program at UC Berkeley's H…☆20Updated 8 years ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11Updated 7 years ago
- A framework for historical volatility estimation and analysis.☆35Updated 4 years ago