Alternatives and similar repositories for Option-Pricing-via-Levy-Models-in-R

Users that are interested in Option-Pricing-via-Levy-Models-in-R are comparing it to the libraries listed below

• rubetron / AssetAllocation
  R package AssetAllocation
  ☆34Updated last year
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆53Updated 4 years ago
• chicago-joe / Python-ML-for-Financial-Applications
  Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling
  ☆19Updated 6 years ago
• algoquant / presentations
  R presentation files (knitr, shiny, etc.)
  ☆12Updated 2 weeks ago
• LastAncientOne / SimpleStockAnalysisR
  Tutor step-by-step on how to analyze stock data using the R language.
  ☆17Updated last year
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆64Updated 2 months ago
• mfrdixon / gpusvcalibration
  Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs
  ☆11Updated 11 years ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 11 years ago
• FinancialEngineerLab / finefinance
  KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@
  ☆27Updated 3 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆32Updated last month
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆36Updated 6 years ago
• wilsonfreitas / R-fixedincome
  Fixed income tools for R
  ☆60Updated 2 months ago
• andreranza / pca-yield-curve-modelling
  Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
  ☆22Updated last month
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆115Updated 2 years ago
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆63Updated 3 years ago
• monty-se / PINstimation
  A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…
  ☆40Updated 9 months ago
• cran / PerformanceAnalytics
   This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…
  ☆16Updated 7 months ago
• montrixdev / mxdevtool-python
  Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )
  ☆31Updated last year
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆64Updated 3 years ago
• PortfolioEffect / PE-HFT-R
  R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.
  ☆16Updated 9 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆119Updated 7 months ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆57Updated last month
• RasLillebo / HighFrequencyEconometrics-HAR-vs.-Neural-Networks
  Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…
  ☆19Updated 4 years ago
• Bazman76 / ilmanen_expected_returns
  ☆16Updated 3 years ago
• MarcosCarreira / BrazilianDerivatives
  Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
  ☆17Updated last year
• tomiloba / Quantitative-Momentum
  Quantitative Momentum Strategy Algorithm
  ☆9Updated 3 years ago
• R-Finance / Meucci
  ☆46Updated 9 years ago
• BessieChen / R-in-Finance
  This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …
  ☆50Updated 6 years ago
• chicago-joe / Risk-Modeling-for-Volatility-Dispersion-Trades
  ☆13Updated 2 years ago