broughtj / Fin6470
Finance 6470: Derivatives Markets
☆11Updated 3 years ago
Alternatives and similar repositories for Fin6470:
Users that are interested in Fin6470 are comparing it to the libraries listed below
- Development space for PhD in Finance☆33Updated 4 years ago
- A MATLAB Realisation of Regime Switching Asset Allocation Strategy☆8Updated 7 years ago
- Yield Curve Modeling Using Dynamic Gaussian Processes☆16Updated 2 years ago
- ☆13Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Computational Financial Modeling☆31Updated 4 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 7 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- Portfolio optimization package in Python.☆16Updated 5 years ago
- Demonstrations of how to use material in the Econ-ARK☆33Updated this week
- 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
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆27Updated 4 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆26Updated 5 years ago
- finance☆43Updated 7 years ago
- Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices☆12Updated 6 years ago
- The Thalesians' LaTeX library☆11Updated last year
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆17Updated 5 years ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- A framework for detecting misreported returns in hedge funds.☆16Updated 5 years ago
- Behavioral Economics and Finance Python Notebooks☆19Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Computation of Sparse Eigenvectors of a Matrix☆12Updated 6 years ago
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Updated 8 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago
- Modeling the allocation of resources to markets based on the restraints of objective functions☆14Updated 9 years ago
- Covariance Matrix Estimation via Factor Models☆32Updated 5 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆21Updated 8 years ago
- ☆13Updated 5 years ago