changshun / Course15fallLinks
☆16Updated 10 years ago
Alternatives and similar repositories for Course15fall
Users that are interested in Course15fall are comparing it to the libraries listed below
Sorting:
- Computational Finance And Financial Econometrics - This course is an introduction to computational finance and financial econometrics - d…☆14Updated 4 years ago
- Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.☆17Updated last year
- ☆18Updated 2 years ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11Updated 7 years ago
- Application to finance☆33Updated last year
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆11Updated 5 years ago
- A pricing program for a whole-life insurance with annuity☆11Updated 4 years ago
- This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometr…☆48Updated last week
- Resources for Quantitative Finance☆17Updated 2 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆41Updated 5 years ago
- A Program to calculate the price of American put or call option with Least Square Monte Carlo☆15Updated 2 years ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆40Updated last month
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆20Updated 3 years ago
- NYU Tandon lecture slides☆33Updated last week
- ☆14Updated 4 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…☆24Updated 8 years ago
- Python Code for Quantitative Finance Papers☆45Updated last year
- ☆55Updated 5 months ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆45Updated 5 years ago
- Bayesian Statistics-Econometrics☆89Updated last year
- Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.☆16Updated 6 years ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- 👾 This repository contains files related to my personal website. Charts, Jupyter notebooks, random notes, etc.☆18Updated last year
- ☆24Updated 4 years ago
- R package AssetAllocation☆33Updated 2 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Updated 7 months ago
- ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.☆29Updated 5 years ago
- A repository for retirement and wealth management simulations.☆19Updated 5 months ago
- R Finance packages not listed in the Empirical Finance Task View☆13Updated last month