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
- Financial Engineering and Risk Management Course, 2013☆40Updated 9 years ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11Updated 7 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- NYU Tandon lecture slides☆31Updated this week
- Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).☆17Updated 7 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
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- My replication of financial papers.☆19Updated 6 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
- Code repository of Learning Quantitative Finance with R by Packt☆45Updated 2 years ago
- ☆28Updated 4 years ago
- Fama French 3 Factor Model☆42Updated 9 years ago
- Hands-on Python for Finance [Video], Published by Packt☆33Updated 4 years ago
- ☆83Updated 6 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆19Updated 6 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Updated 7 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 5 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆39Updated 4 years ago
- NYU Math-GA 2048: Scientific Computing in Finance☆107Updated 5 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- ☆23Updated 7 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Covariance Matrix Estimation via Factor Models☆35Updated 6 years ago
- ☆16Updated 8 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago
- ☆22Updated 3 years ago