using the Inverse-Transform method to speed up options pricing simulations in R
☆28Mar 20, 2026Updated 7 months ago
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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆15Sep 16, 2022Updated 4 years ago
- ☆13Jul 28, 2019Updated 7 years ago
- Portfolio optimization package in Python.☆16Feb 20, 2020Updated 6 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Jun 13, 2019Updated 7 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆29Apr 22, 2022Updated 4 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Provides advanced options strategies analytics using IG Index REST API☆10Oct 16, 2020Updated 6 years ago
- Financial modelling, derivatives, investments☆14May 25, 2019Updated 7 years ago
- ☆20Jan 10, 2018Updated 8 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Sep 23, 2024Updated 2 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Mar 23, 2020Updated 6 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Dec 3, 2018Updated 7 years ago
- Machine Learning for Quantitative Finance☆26Jun 8, 2018Updated 8 years ago
- Get Tidy Fundamental Financial Data from EGDAR☆15May 6, 2026Updated 6 months ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Apr 6, 2020Updated 6 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated last year
- R-shiny application for forecasting☆11Oct 7, 2019Updated 7 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more. (…☆66Updated this week
- getSymbols() reboot☆17Oct 17, 2024Updated 2 years ago
- CRAN Task View: Empirical Finance☆15Oct 29, 2026Updated last week
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆21Apr 27, 2026Updated 6 months ago
- Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…☆18Sep 11, 2020Updated 6 years ago
- I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and inve…☆10Nov 1, 2019Updated 7 years ago
- Cryptocurrencies algorithmic trading strategies☆12Nov 20, 2018Updated 7 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- R code for finance☆21Jul 9, 2025Updated last year
- ☆10Jul 8, 2026Updated 3 months ago
- iexcloud api wrapper☆16Aug 15, 2020Updated 6 years ago
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆20Nov 12, 2020Updated 5 years ago
- Get historical dividends, splits, capital gains distributions, and prices for a set of symbols from Yahoo Finance☆12Dec 23, 2025Updated 10 months ago
- An R implementation of Interactive Brokers API☆46Oct 25, 2026Updated last week
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆18Jan 18, 2023Updated 3 years ago
- ☆19Nov 12, 2014Updated 11 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆251Feb 27, 2025Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Aug 19, 2018Updated 8 years ago
- Calculate Simple Candle Stick Pattern☆30Feb 13, 2024Updated 2 years ago
- User-written MATLAB code/solutions for the chapter exercises in Microeconometrics and MATLAB: An Introduction by Adams, Clarke and Quinn …☆15Mar 19, 2018Updated 8 years ago
- Generalized empirical likelihood and generalized method of moments estimators for Python☆11Feb 12, 2018Updated 8 years ago
- A columnar data container that can be compressed.☆19Nov 3, 2025Updated last year
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Mar 19, 2020Updated 6 years ago
- Socio-economic network and hypergraph statistics in R☆12Jun 5, 2018Updated 8 years ago