broughtj / Fin6470Links
Finance 6470: Derivatives Markets
☆10Updated 4 years ago
Alternatives and similar repositories for Fin6470
Users that are interested in Fin6470 are comparing it to the libraries listed below
Sorting:
- Development space for PhD in Finance☆33Updated 5 years ago
- Computational Financial Modeling☆30Updated 5 years ago
- Demonstrations of how to use material in the Econ-ARK☆37Updated last week
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 8 years ago
- ☆14Updated 6 years ago
- ☆20Updated 8 years ago
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.☆23Updated 10 years ago
- ☆14Updated 3 years ago
- Time series and Financial analysis in python☆15Updated 6 years ago
- A framework for detecting misreported returns in hedge funds.☆16Updated 6 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- Python Econometrics toolbox, requires NumPy☆28Updated 13 years ago
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆28Updated 5 years ago
- Collection of projects oriented around the computational finance domain.☆27Updated 6 years ago
- Python Code for Meucci Related Blog Posts☆15Updated 9 years ago
- ☆13Updated 6 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Markov Switching Models for Statsmodels☆24Updated 9 years ago
- ☆16Updated 12 years ago
- Talk Materials for "Convex Optimization for Finance"☆30Updated 3 years ago
- IPython Notebooks from old blog posts☆28Updated 8 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- finance☆43Updated 8 years ago
- ☆30Updated 4 years ago
- Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation☆23Updated 8 years ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- Modeling the allocation of resources to markets based on the restraints of objective functions☆14Updated 9 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 5 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…☆24Updated 4 years ago