keithalewis / MATHG5260Links
Programming for Quantitative and Computational Finance
☆12Updated 5 years ago
Alternatives and similar repositories for MATHG5260
Users that are interested in MATHG5260 are comparing it to the libraries listed below
Sorting:
- Code for the MSc Finance course "Computational Finance" at U Amsterdam☆23Updated 7 years ago
- Computational Finance: option-pricing and risk-management models; Final Project: Pricing a Multi-Asset American Put Option by a Finite El…☆10Updated 7 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15Updated 3 years ago
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆11Updated 2 years ago
- Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).☆17Updated 7 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆39Updated 4 years ago
- ☆16Updated 8 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆28Updated 5 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 5 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆19Updated 6 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- NYU Tandon lecture slides☆30Updated 3 weeks ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11Updated 7 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- ☆17Updated 7 years ago
- ☆23Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆46Updated 8 years ago
- Asset allocation and Portfolio Management Course @ Baruch MFE☆14Updated 5 years ago
- My replication of financial papers.☆19Updated 6 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆15Updated 7 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publica…☆11Updated 5 years ago
- ☆22Updated 3 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Code for the paper "Hedging with linear regressions and neural networks"☆36Updated 4 years ago
- Fama-French models, idiosyncratic volatility, event study☆32Updated 2 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago