A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods.
☆20Mar 27, 2018Updated 8 years ago
Alternatives and similar repositories for MTH9821-Numerical-Methods-for-Finance
Users that are interested in MTH9821-Numerical-Methods-for-Finance are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆20Jul 4, 2018Updated 7 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆17Jan 3, 2018Updated 8 years ago
- This is a repository of scripts developed as part of the 2020 ENCMP100 Section B3 lecture taught at University of Alberta.☆10Apr 2, 2020Updated 6 years ago
- Numerical Methods in Finance☆19Jun 8, 2018Updated 8 years ago
- A project of implementing, modeling, and simulating asset-backed securities.☆17Mar 27, 2018Updated 8 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆15Aug 21, 2023Updated 2 years ago
- Quantitative Finance exercises from Mark Joshi's textbooks☆14Dec 17, 2013Updated 12 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆34Aug 18, 2020Updated 5 years ago
- Slides and Code for _Leveraging Modern C++ in Quantitative Finance_☆43Sep 18, 2019Updated 6 years ago
- Calibration and Simulation Engine for Local Volatility Models☆16Dec 13, 2021Updated 4 years ago
- A Repository for all the resources to learn finance through Python☆53Jul 3, 2023Updated 2 years ago
- A collection of homeworks of market microstructure models.☆291May 4, 2018Updated 8 years ago
- Options Pricing using Finite Difference Methods☆16May 24, 2017Updated 9 years ago
- ☆17Mar 9, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Use the Finite Difference method to price European, American and Bermudan options.☆23Aug 5, 2020Updated 5 years ago
- DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, a…☆10Sep 26, 2018Updated 7 years ago
- PortfolioLab is a python library that enables traders who want to take advantage of the latest portfolio optimisation algorithms used by …☆17Jan 11, 2021Updated 5 years ago
- Note of Youtube lecture, "2017 Numerical methods of PDE", given by Qiqi Wang☆14Jun 18, 2018Updated 8 years ago
- Market data collector for crypto exchanges (Coinbase, Bitfinex, Bitmex, Kraken) written in C++☆14Feb 3, 2026Updated 4 months ago
- Key words: Bayesian analysis, Probabilistic programming, Data analysis, Bayesian machine learning... Using Python with its library PyMC3…☆10May 10, 2019Updated 7 years ago
- Automated market maker algorithms, deployment fixtures and controls for Lyra V2 markets☆24Apr 14, 2026Updated 2 months ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆51Jan 19, 2022Updated 4 years ago
- C++ implementation of options pricing models☆78Dec 11, 2017Updated 8 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22May 31, 2022Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆47Feb 18, 2018Updated 8 years ago
- C++ option pricing library on vanillas & exotics, Python volatility calibration library☆22Aug 20, 2024Updated last year
- ☆12Jan 1, 2017Updated 9 years ago
- ☆22Apr 7, 2025Updated last year
- MATLAB functions and scripts for 1D Computational Fluid Dynamics☆15Dec 7, 2018Updated 7 years ago
- ☆21Jul 17, 2024Updated last year
- Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.☆12Jul 24, 2018Updated 7 years ago
- This data analysis provided information for the March 6th, 2018, NYC Open Data Week event hosted by the Two Sigma Data Clinic, "The State…☆13Jan 9, 2025Updated last year
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- An interactive jupyter notebook to help you screen your stocks☆10Apr 21, 2018Updated 8 years ago
- Machine Learning☆11Feb 1, 2016Updated 10 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆32Oct 23, 2023Updated 2 years ago
- "머신러닝 실무 프로젝트" 예제 코드를 위한 저장소입니다.☆12May 30, 2018Updated 8 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆13Nov 3, 2023Updated 2 years ago
- A library for solving POMDPs☆11Apr 15, 2025Updated last year
- This is the repository for our submission to the Miccai educational challenge 2019.☆15Oct 11, 2019Updated 6 years ago