Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics and Machine-Learning, Artificial Intelligence (AI), Financial Engineering, Optimization, Stochastic Modelling, Time-Series forecasting, Science in general... and more.
☆97Apr 18, 2021Updated 5 years ago
Alternatives and similar repositories for IPython_notebooks
Users that are interested in IPython_notebooks are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆52Nov 2, 2023Updated 2 years ago
- ☆16Jul 13, 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
- 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
- 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
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Stochastic models to price financial options☆25Dec 7, 2020Updated 5 years ago
- ☆18Feb 13, 2022Updated 4 years ago
- ☆12Dec 22, 2023Updated 2 years ago
- Application of Markov Chain in Finance☆16Jun 29, 2021Updated 5 years ago
- Order Book and Trade Book, Realized Volatility, Random Forest☆13Oct 23, 2023Updated 3 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- Financial Engineering and Risk Management Course, 2013☆44Dec 18, 2015Updated 10 years ago
- For the first time we derived a closed form solution for Black-Scholes impled volatility☆11Apr 11, 2020Updated 6 years ago
- Capstone Research Project in NYU Courant☆12Jan 3, 2020Updated 6 years 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.
- SABR stochastic volatility model: calibration, implied-volatility surfaces and conditional Monte Carlo (MSc thesis, BSE)☆10Sep 27, 2026Updated last month
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆20Jul 4, 2018Updated 8 years ago
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 6 years ago
- ☆10Aug 9, 2022Updated 4 years ago
- Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions☆21May 29, 2020Updated 6 years ago
- Options Pricing using Finite Difference Methods☆16May 24, 2017Updated 9 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- ☆12Sep 11, 2023Updated 3 years ago
- Baruch MFE MTH9894☆14Jun 4, 2017Updated 9 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Jul 10, 2021Updated 5 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆125Apr 5, 2019Updated 7 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 4 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- SOFR curve construction methods calibrated to swap rates with advanced smoothing techniques for reliable pricing and risk analytics.☆12Jul 4, 2026Updated 3 months ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Sep 12, 2026Updated last month
- Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.☆23Aug 11, 2018Updated 8 years ago
- various valuation tools for financial derivatives☆11Nov 8, 2016Updated 9 years ago
- Pricing Asian options using finite difference schemes in Python☆11Jun 20, 2025Updated last year
- 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.
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Time series and Financial analysis in python☆14Mar 28, 2019Updated 7 years ago
- baruch mfe mth9814 financial instruments☆22Jun 3, 2018Updated 8 years ago
- Simple trading backtester☆12Dec 8, 2022Updated 3 years ago
- ☆11Mar 16, 2022Updated 4 years ago
- Quant finance scripts☆15Apr 13, 2025Updated last year
- Asset allocation and Portfolio Management Course @ Baruch MFE☆19Feb 1, 2020Updated 6 years ago