jeffrey-liang / Financial-Numerical-Recipes-in-Python
Jupyter notebooks of "Financial Numerical Recipes in C++" written in Python
☆15Updated 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
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆23Updated 6 years ago
- CVXPY Portfolio Optimization Sample☆46Updated 8 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆117Updated 4 years ago
- My replication of financial papers.☆19Updated 6 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆41Updated 10 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Portfolio Management for Everyone☆22Updated last year
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆40Updated 3 years ago
- Factor Investing Library☆26Updated 2 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆142Updated 2 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆156Updated 6 years ago
- Covariance Matrix Estimation via Factor Models☆33Updated 6 years ago
- A collection of projects published by Bloomberg's Quantitative Finance Research team.☆116Updated 3 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- awesome-financial-networks☆34Updated 5 years ago
- detecting regime of financial market☆36Updated 2 years ago
- ☆16Updated 4 years ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Updated 2 years ago
- NYU Math-GA 2048: Scientific Computing in Finance☆106Updated 5 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 4 years ago
- Tutorials about Machine Learning and Deep Learning☆30Updated 6 years ago
- This Jupyter Notebook illustrates investment portfolio optimization in Modern Portfolio Theory.☆10Updated 3 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆16Updated 2 years ago