kpmooney / numerical_methods_youtubeLinks
☆157Updated last year
Alternatives and similar repositories for numerical_methods_youtube
Users that are interested in numerical_methods_youtube are comparing it to the libraries listed below
Sorting:
- Collection of resources used on QuantPy YouTube channel.☆243Updated last year
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆196Updated 9 months ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated last year
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆146Updated 4 years ago
- Quantamental finance research with python☆149Updated 3 years ago
- Quant Research☆86Updated 3 weeks ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆166Updated 9 months ago
- ☆65Updated 2 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Option Calculator using Black-Scholes model and Binomial model☆172Updated 5 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆99Updated 2 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆145Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆240Updated 6 months ago
- ☆132Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆163Updated 6 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆82Updated 3 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆150Updated 3 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆113Updated 6 years ago
- ☆231Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆171Updated 2 weeks ago
- Real-time & historical data API for US stocks and options☆63Updated last year
- Source Codes for the Book of Trading Strategies☆177Updated 3 years ago
- ☆38Updated 3 years ago
- ☆81Updated 9 months ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆174Updated 2 years ago
- Algorithmic Short-Selling with Python☆109Updated 3 years ago
- Predictive yield curve modeling in reduced dimensionality☆44Updated 2 years ago