nburgessx / OxfordMBALinks
Financial Strategy Resources
☆17Updated 3 years ago
Alternatives and similar repositories for OxfordMBA
Users that are interested in OxfordMBA are comparing it to the libraries listed below
Sorting:
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.☆16Updated 5 years ago
- Heath–Jarrow–Morton model☆12Updated 4 years ago
- ☆25Updated 6 months ago
- ☆16Updated 5 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆16Updated 3 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
- baruch mfe mth9814 financial instruments☆15Updated 7 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Updated 2 years ago
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆13Updated 4 years ago
- Basic Limit Order Book functions☆22Updated 7 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆11Updated 8 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆15Updated 5 years ago
- A Quantitative Finance Engineering Project☆13Updated 2 years ago
- ☆12Updated 2 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated 11 months ago
- ☆24Updated last year
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆36Updated 2 years ago
- Portfolio optimization with cvxopt☆40Updated 8 months ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Baruch MFE program quant lab☆29Updated 7 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆36Updated 7 years ago
- Reinforcement Learning in Finance☆15Updated 5 years ago
- An xVA quantitative library written in python using tensorflow☆17Updated last week
- Repository attached to the paper with the same name.☆21Updated 4 years ago
- ☆18Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago