Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.
☆31Apr 10, 2023Updated 2 years ago
Alternatives and similar repositories for CQF
Users that are interested in CQF are comparing it to the libraries listed below
Sorting:
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆53Oct 8, 2023Updated 2 years ago
- CQF☆32Jun 20, 2022Updated 3 years ago
- ☆16Aug 27, 2022Updated 3 years ago
- Every exam and final project of June 2021 Cohort - CQF program.☆19Feb 24, 2022Updated 4 years ago
- Notes and code fragments of CQF lectures.☆16Oct 31, 2022Updated 3 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆39Mar 26, 2018Updated 7 years ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆32Oct 6, 2020Updated 5 years ago
- The CQF resources and my learning records☆219Feb 22, 2024Updated 2 years ago
- baruch mfe mth9814 financial instruments☆19Jun 3, 2018Updated 7 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆16Nov 10, 2021Updated 4 years ago
- Advanced Risk and Portfolio Management Resources☆36Aug 20, 2019Updated 6 years ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- ☆17Mar 26, 2018Updated 7 years ago
- The CQF program☆106Nov 7, 2016Updated 9 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 5 years ago
- ☆12Dec 21, 2022Updated 3 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- ☆10Mar 16, 2022Updated 3 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆30Oct 23, 2023Updated 2 years ago
- ☆12Jun 9, 2019Updated 6 years ago
- A lean package to estimate financial asset betas☆11Feb 12, 2023Updated 3 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆18Jun 10, 2022Updated 3 years ago
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Feb 13, 2026Updated 2 weeks ago
- ☆12Mar 10, 2024Updated last year
- Fitting an SVI model using Zeliade's method in Python with Pandas☆13May 13, 2015Updated 10 years ago
- Asset allocation and Portfolio Management Course @ Baruch MFE☆16Feb 1, 2020Updated 6 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- ☆14Apr 1, 2019Updated 6 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- Quant finance scripts☆15Apr 13, 2025Updated 10 months ago
- This project implements the following models to value options in Python: 1. Black-Scholes model 2. Bachelier model 3. Black76 model 4. Di…☆18Jan 21, 2019Updated 7 years ago