jeffrey-liang / Financial-Numerical-Recipes-in-PythonLinks
Jupyter notebooks of "Financial Numerical Recipes in C++" written in Python
☆16Updated 8 years ago
Alternatives and similar repositories for Financial-Numerical-Recipes-in-Python
Users that are interested in Financial-Numerical-Recipes-in-Python are comparing it to the libraries listed below
Sorting:
- Bond pricing using YTM or zero curve. Also basic NPV/IRR functions☆33Updated 8 months ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆41Updated 11 months ago
- Python tools to quantitatively manage financial risk☆66Updated 5 years ago
- Financial security modelling with Python and QuantLib☆33Updated 11 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Updated last year
- Pricing the Term Structure with Linear Regressions☆36Updated 7 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- A python implementation of R's PerformanceAnalytics package☆22Updated 11 years ago
- Covariance Matrix Estimation via Factor Models☆35Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- My replication of financial papers.☆19Updated 6 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- Arbitrage free SVI Surface☆14Updated 7 years ago
- An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization☆35Updated 3 years ago
- Teaching Resources for Cuemacro courses☆53Updated last month
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago
- CVXPY Portfolio Optimization Sample☆46Updated 8 years ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆74Updated 6 years ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- NYU Math-GA 2048: Scientific Computing in Finance☆107Updated 5 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆159Updated 6 years ago
- A Python implementation of the rough Bergomi model.☆121Updated 6 years ago
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆89Updated 9 months ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆131Updated 4 years ago
- Reimplementing QuantLib examples by Python☆63Updated 2 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago