gjimzhou / MTH9815-Asset-Backed-Security-ModelingView external linksLinks
A project of implementing, modeling, and simulating asset-backed securities.
☆16Mar 27, 2018Updated 7 years ago
Alternatives and similar repositories for MTH9815-Asset-Backed-Security-Modeling
Users that are interested in MTH9815-Asset-Backed-Security-Modeling are comparing it to the libraries listed below
Sorting:
- This is a repository of scripts developed as part of the 2020 ENCMP100 Section B3 lecture taught at University of Alberta.☆10Apr 2, 2020Updated 5 years ago
- Useful functions to analyze Asset Backed Securities deals☆13Oct 22, 2021Updated 4 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆17Jan 3, 2018Updated 8 years ago
- ScriptUni Python in Finance Certificate Final Project☆41Jun 21, 2022Updated 3 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Mar 27, 2018Updated 7 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆11Jan 27, 2018Updated 8 years ago
- Interest-rate modeling and Fixed Income Pricing in Python☆12Dec 23, 2020Updated 5 years ago
- ☆24Feb 17, 2024Updated 2 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- Python for Web Scraping Workshop☆10Jun 4, 2021Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Oct 19, 2020Updated 5 years ago
- ☆37Aug 2, 2021Updated 4 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Repository containing lectures from 2023 Machine Learning course☆11Mar 14, 2023Updated 2 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 5 years ago
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- Hackerank Programming Challenges☆10May 8, 2021Updated 4 years ago
- ☆10Jun 20, 2016Updated 9 years ago
- Baruch MFE 2019 Spring☆43May 29, 2020Updated 5 years ago
- Study on fundamentals about modern Python 3+☆12Feb 5, 2022Updated 4 years ago
- PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensiti…☆11Jul 5, 2023Updated 2 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- A pytorch toolbox designed for experimentation using a generalization of the Resnet design.☆15Jul 6, 2023Updated 2 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 6 months ago
- [AAAI 24] GradTree: Gradient-Based Axis-Aligned Decision Trees☆15Aug 28, 2024Updated last year
- OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitiv…☆10Jul 28, 2023Updated 2 years ago
- Python code for SGMCMC for Time Series SSMs☆14Apr 21, 2021Updated 4 years ago
- Hull-White 1/2 Factor Dynamics☆15Aug 20, 2022Updated 3 years ago
- A python notebook showing how to visualize laplace transforms☆11Feb 13, 2019Updated 7 years ago
- Code repository for Python for Beginners: Learn Python from Scratch, published by Packt☆16Oct 16, 2023Updated 2 years ago
- My Master's thesis. Reinforcement Learning for LTLf/LDLf goals.☆10Aug 25, 2018Updated 7 years ago
- Official code for paper: Conservative objective models are a special kind of contrastive divergence-based energy model☆14Aug 15, 2023Updated 2 years ago
- Renko Strategy for freqtrade☆11May 24, 2023Updated 2 years ago
- This repo contains code for specific quantum papers i've read. Check my Medium blogs for more.☆16Jun 27, 2024Updated last year
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 5 years ago
- enhancements to sklearn pipelines☆10Feb 8, 2018Updated 8 years ago
- Everything from Summer School 2022.☆14Jul 24, 2022Updated 3 years ago
- office tool for R☆10Jul 30, 2015Updated 10 years ago