This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.
☆12May 13, 2020Updated 6 years ago
Alternatives and similar repositories for Numerical-Methods-in-Finance
Users that are interested in Numerical-Methods-in-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:
- 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 (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆20Jul 4, 2018Updated 8 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Sep 26, 2026Updated 3 weeks ago
- Numerical Methods in Finance☆20Jun 8, 2018Updated 8 years ago
- The pytram package is deprecated and no longer supported. We recommend to switch to PyEMMA☆10May 25, 2016Updated 10 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆23Dec 3, 2019Updated 6 years ago
- Introductory QMC teaching material for Python☆13Jun 8, 2016Updated 10 years ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆34Aug 18, 2020Updated 6 years ago
- A Repository for all the resources to learn finance through Python☆55Aug 12, 2026Updated 2 months ago
- ☆12Nov 20, 2025Updated 10 months ago
- Code for the NFL Big Data Bowl 2024 submission on Tackle Probability, Opportunity, and Conversion☆14Mar 4, 2024Updated 2 years ago
- Capstone Research Project in NYU Courant☆12Jan 3, 2020Updated 6 years ago
- Note of Youtube lecture, "2017 Numerical methods of PDE", given by Qiqi Wang☆14Jun 18, 2018Updated 8 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- I'm learning Rust!☆13Nov 24, 2018Updated 7 years ago
- Matlab codes used in the paper "Predicting the patterns of spatio-temporal signal propagation in complex networks"☆19May 5, 2020Updated 6 years ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆57Jul 9, 2026Updated 3 months ago
- 🦜 DISCOTRESS 🦜 is a software package to simulate and analyse the dynamics on arbitrary Markov chains☆27Jul 29, 2021Updated 5 years ago
- Notebooks that support https://python-advanced.quantecon.org☆21Sep 21, 2026Updated 3 weeks ago
- A QUIC library for Rust☆11May 19, 2017Updated 9 years ago
- 机器学习速查表(cheatsheet)资源汇总☆40Dec 18, 2020Updated 5 years ago
- SIMPLE: A Gradient Estimator for $k$-subset Sampling☆12Aug 8, 2024Updated 2 years ago
- pyGPCCA - python GPCCA: Generalized Perron Cluster Cluster Analysis package to coarse-grain reversible and non-reversible Markov state mo…☆30Updated this week
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics an…☆97Apr 18, 2021Updated 5 years ago
- Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633☆20Aug 6, 2020Updated 6 years ago
- Legacy release of MSMBuilder☆25Nov 30, 2016Updated 9 years ago
- This algorithm's idea comes from <Fast algorithm for detecting community structure in networks>☆20Mar 18, 2016Updated 10 years ago
- ☆22Nov 2, 2018Updated 7 years ago
- ☆18Feb 8, 2024Updated 2 years ago
- MATLAB functions and scripts for 1D Computational Fluid Dynamics☆15Dec 7, 2018Updated 7 years ago
- Apply Physics-informed neural networks in solving Black-Scholes Equations☆18Jan 14, 2025Updated last year
- A Crèche Course in Model Theory. Lecture notes for an introductory (under)graduate couse in model theory☆11Oct 3, 2026Updated 2 weeks ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Kinetic Monte Carlo with multiple time scales and sensitivity analysis☆28Oct 29, 2022Updated 3 years ago
- ☆10Oct 11, 2022Updated 4 years ago
- Masters of Analytics at UChicago☆17Dec 6, 2019Updated 6 years ago
- Advanced dynamic programming☆29Apr 12, 2026Updated 6 months ago
- Solution for Kaggle competition - Home-Credit-Default-Risk☆15Jan 22, 2019Updated 7 years ago
- A tutorial on Hierarchical Bayesian Modelling☆18May 8, 2020Updated 6 years ago
- Computers, Waves, Simulations: A Practical Introduction to Numerical Methods using Python☆15Jan 21, 2020Updated 6 years ago