kpmooney / numerical_methods_youtube
☆153Updated 5 months ago
Alternatives and similar repositories for numerical_methods_youtube:
Users that are interested in numerical_methods_youtube are comparing it to the libraries listed below
- ☆45Updated last year
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆77Updated 5 months ago
- Quant Research☆68Updated 2 months ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆123Updated 3 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆93Updated 2 years ago
- A Python implementation of the rough Bergomi model.☆115Updated 6 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆151Updated 2 weeks ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 5 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆104Updated 5 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆42Updated 5 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆179Updated 2 months ago
- Code that I show on my YouTube Channel☆93Updated last year
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆112Updated 2 years ago
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆37Updated 6 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Collection of resources used on QuantPy YouTube channel.☆185Updated last year
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆36Updated 10 months ago
- My Quant Research Papers (incl. Coding & Excel Examples)☆107Updated 2 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆67Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆116Updated last year
- ☆35Updated 2 years ago
- A python program to implement the discrete binomial option pricing model☆84Updated 2 years ago
- ☆57Updated last year
- Quantamental finance research with python☆142Updated 2 years ago
- ☆69Updated 3 years ago
- One-off scripts/analysis, usually to accompany my blog posts.☆42Updated 3 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆156Updated 2 months ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 5 years ago
- Python library for asset pricing☆107Updated 10 months ago