malyginvladimir / CQF
This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.
☆46Updated last year
Related projects ⓘ
Alternatives and complementary repositories for CQF
- CQF☆14Updated 2 years ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆29Updated 4 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆16Updated last year
- ☆12Updated 2 years ago
- Notes and code fragments of CQF lectures.☆14Updated 2 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆33Updated 6 years ago
- The CQF program☆80Updated 8 years ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆14Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆41Updated 2 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆44Updated 5 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆59Updated 2 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆79Updated last month
- Python for Finance module for Imperial MSc in Mathematics and Finance☆90Updated this week
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆22Updated 9 months ago
- ☆45Updated last year
- The CQF resources and my learning records☆120Updated 8 months ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆91Updated 2 years ago
- Python code for pricing exotic options, such as Asian options, Barrier options and Look-back options using Monte Carlo methods.☆26Updated 5 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆102Updated 5 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆30Updated 9 months ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆45Updated 4 years ago
- Predictive yield curve modeling in reduced dimensionality☆39Updated last year
- Accompanying code to my master thesis: "Neural Network assisted Option Pricing under Rough Volatility: An Empirical Validation".☆11Updated 2 years ago
- SVI volatility surface model and an example of China 50ETF option☆59Updated 4 years ago
- ☆46Updated 7 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆89Updated 11 months ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆89Updated this week
- 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
- Use the Finite Difference method to price European, American and Bermudan options.☆20Updated 4 years ago