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 last month
- Numerical Methods in Finance☆20Jun 8, 2018Updated 8 years ago
- ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.☆28Jan 28, 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.
- ☆23Dec 3, 2019Updated 6 years ago
- Introductory QMC teaching material for Python☆13Jun 8, 2016Updated 10 years ago
- The pytram package is deprecated and no longer supported. We recommend to switch to PyEMMA☆10May 25, 2016Updated 10 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
- An Agentic AI Framework for Empirical Research in Quantitative Finance☆19May 3, 2026Updated 6 months ago
- ☆18Oct 25, 2023Updated 3 years ago
- ☆12Nov 20, 2025Updated 11 months ago
- Vine_Copula_based_ARMA_EGARCH☆10Feb 10, 2019Updated 7 years ago
- A Repository for all the resources to learn finance through Python☆55Aug 12, 2026Updated 2 months ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Examples and Tutorials using JuliaActuary packages.☆20Oct 25, 2026Updated last week
- Scientific Computing and (Big) Data Analysis with Julia☆12Feb 26, 2024Updated 2 years ago
- Black-Scholes Monte Carlo option pricing compared across C++, F# and Rust.☆11Mar 14, 2024Updated 2 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
- Capstone Research Project in NYU Courant☆12Jan 3, 2020Updated 6 years ago
- I'm learning Rust!☆13Nov 24, 2018Updated 7 years ago
- My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".☆17Apr 29, 2022Updated 4 years ago
- Collection of programs for financial mathematics and statistics☆11Jan 20, 2020Updated 6 years ago
- 🦜 DISCOTRESS 🦜 is a software package to simulate and analyse the dynamics on arbitrary Markov chains☆27Jul 29, 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.
- This algorithm's idea comes from <Fast algorithm for detecting community structure in networks>☆20Mar 18, 2016Updated 10 years ago
- Note of Youtube lecture, "2017 Numerical methods of PDE", given by Qiqi Wang☆14Jun 18, 2018Updated 8 years ago
- ☆20May 21, 2026Updated 5 months ago
- Notebooks that support https://python-advanced.quantecon.org☆21Updated this week
- A QUIC library for Rust☆11May 19, 2017Updated 9 years ago
- SIMPLE: A Gradient Estimator for $k$-subset Sampling☆11Aug 8, 2024Updated 2 years ago
- 机器学习速查表(cheatsheet)资源汇总☆40Dec 18, 2020Updated 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
- Code for the NFL Big Data Bowl 2024 submission on Tackle Probability, Opportunity, and Conversion☆14Mar 4, 2024Updated 2 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Legacy release of MSMBuilder☆25Nov 30, 2016Updated 9 years ago
- Python package to solve actuarial life-contingent risks☆27Jul 4, 2026Updated 4 months ago
- pyGPCCA - python GPCCA: Generalized Perron Cluster Cluster Analysis package to coarse-grain reversible and non-reversible Markov state mo…☆30Oct 13, 2026Updated 3 weeks ago
- Professional Certificate Data science is one of the hottest professions of the decade, and the demand for data scientists who can analyze…☆12Feb 17, 2021Updated 5 years ago
- This site contains lecture notes for Life Contingencies, also known as Actuarial Mathematics. It is part of the Open Actuarial Textbooks …☆20Jul 24, 2017Updated 9 years ago
- Automatic performance regression tests for Rust code☆16Jan 27, 2020Updated 6 years ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆58Oct 21, 2026Updated 2 weeks ago