Alternatives and similar repositories for OxfordMBA

Users that are interested in OxfordMBA are comparing it to the libraries listed below

• AIM-IT4 / InterestRateModelsCpp
  ☆24Updated last year
• sebjai / Portfolio-Wasserstein-Ball
  Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…
  ☆14Updated 2 years ago
• asaficontact / FX_forecasting_model
  Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
  ☆32Updated 2 years ago
• omartinsky / AmericanMonteCarlo
  Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…
  ☆25Updated 5 years ago
• AIM-IT4 / StochasticModelsAssetPricing
  ☆18Updated last year
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆39Updated 9 months ago
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆17Updated last year
• BrianNingUT / ArbFreeIV-VAE
  Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
  ☆35Updated 2 years ago
• MarcosCarreira / LimitOrderBooks
  Basic Limit Order Book functions
  ☆22Updated 7 years ago
• nathanramoscfa / pyfinlab-legacy
  Financial applications focusing on portfolio management for Python
  ☆16Updated 2 years ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• jpmorganchase / jpmc-qcware-deephedging
  JPMC & QCWare Quantum Deep Hedging
  ☆10Updated last year
• niknow / machine-learning-examples
  ☆24Updated 3 months ago
• 59alireza59 / Quantitative-Finance
  A Quantitative Finance Engineering Project
  ☆13Updated 2 years ago
• RoughStochVol / regularity_structure_finance
  Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.
  ☆10Updated 7 years ago
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆50Updated 2 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• LechGrzelak / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆15Updated 3 years ago
• sumit090594 / WQU-Projects
  Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…
  ☆29Updated 5 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆39Updated 5 months ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  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
• rbeeli / dynamic_conditional_beta
  Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.
  ☆16Updated 5 years ago
• Quantreo / Machine-Learning-for-Trading-premium-course
  ☆12Updated last month
• RiskLabAI / Notebooks.py
  ☆21Updated last week
• romanmichaelpaolucci / Algorithmic_Portfolio_Hedging
  Algorithmic multi-greek hedges using Python
  ☆20Updated 4 years ago
• omartinsky / HJM
  Heath–Jarrow–Morton model
  ☆12Updated 4 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 4 years ago
• MarcosCarreira / Hawkes-With-Latency
  Hawkes with Latency
  ☆20Updated 4 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆64Updated 2 years ago
• yc-liu / mth9814
  baruch mfe mth9814 financial instruments
  ☆15Updated 7 years ago