mrefermat / FinancePhDLinks
Development space for PhD in Finance
☆33Updated 5 years ago
Alternatives and similar repositories for FinancePhD
Users that are interested in FinancePhD are comparing it to the libraries listed below
Sorting:
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 6 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Portfolio optimization with cvxopt☆39Updated 5 months ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 2 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆25Updated 5 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- alpha-RNN☆30Updated 5 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 9 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆63Updated 3 months ago
- finance☆43Updated 7 years ago
- A Python toolkit for high-frequency trade research.☆41Updated 7 years ago
- My replication of financial papers.☆19Updated 6 years ago
- Covariance Matrix Estimation via Factor Models☆35Updated 6 years ago
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆16Updated 6 years ago
- Portfolio optimization package in Python.☆16Updated 5 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆41Updated last year
- Machine Learning for Financial Market Prediction☆59Updated 6 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- 'Portfolio Analysis, methods for portfolio optimization'☆23Updated 4 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago