govinda18 / Financial-Engineering-and-Risk-Management-Part-ILinks
☆32Updated 4 years ago
Alternatives and similar repositories for Financial-Engineering-and-Risk-Management-Part-I
Users that are interested in Financial-Engineering-and-Risk-Management-Part-I are comparing it to the libraries listed below
Sorting:
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆28Updated 5 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Jupyter notebooks and data files of the new EDHEC specialization on quantitative finance (completed Aug 2022)☆41Updated 2 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆42Updated last month
- This collects the scripts and notebooks required to reproduce my published work.☆47Updated this week
- Including packages that frequently used in quantitative finance field and how to implement classic financial model in Quantopian.☆47Updated 6 years ago
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆16Updated 6 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python☆18Updated 5 years ago
- Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).☆17Updated 7 years ago
- Repository for MScFE, WQU.☆19Updated 4 years ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆97Updated 6 months ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆52Updated last year
- Development space for PhD in Finance☆33Updated 5 years ago
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 4 years ago
- Advanced Portfolio Construction and Analysis with Python - Coursera☆21Updated 4 years ago
- applications for risk management through computational portfolio construction methods☆42Updated 4 years ago
- demonstration of quantstats library☆14Updated 3 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Mod…☆39Updated 4 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆34Updated 6 years ago
- This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometr…☆35Updated last month
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆23Updated 4 years ago
- This repository displays my work in finance and economics datascience for future employers and collaborators.☆11Updated 2 years ago
- Reinforce Your Career: Machine Learning in Finance. Extend your expertise of algorithms and tools needed to predict financial markets.☆75Updated 2 years ago
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆66Updated 2 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Updated 3 years ago
- My solutions for the “C++ Programming for Financial Engineering” Online Certificate. It is a joint project by the Baruch MFE program, Dr.…☆34Updated 6 years ago