olafSmits / MonteCarloMethodsInFinanceLinks
iversity course -- python implementation
☆216Updated 11 years ago
Alternatives and similar repositories for MonteCarloMethodsInFinance
Users that are interested in MonteCarloMethodsInFinance are comparing it to the libraries listed below
Sorting:
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆132Updated 4 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆150Updated 3 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆161Updated 6 years ago
- Accompanying source codes for my book 'Mastering Python for Finance'.☆529Updated 3 years ago
- Machine Learning for finance and investment introduction☆259Updated 7 years ago
- Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.☆617Updated 4 years ago
- Basic options pricing in Python☆314Updated 10 years ago
- Quantitative Finance and Algorithmic Trading☆371Updated 10 years ago
- Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics an…☆96Updated 4 years ago
- Python tools to quantitatively manage financial risk☆68Updated 5 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆242Updated last year
- Financial Portfolio Optimization Routines in Python☆310Updated 2 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆264Updated 6 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- NYU Math-GA 2048: Scientific Computing in Finance☆107Updated 5 years ago
- Repository of Python for Finance Cookbook, published by Packt☆86Updated 4 years ago
- portfolio construction and quantitative analysis☆140Updated 10 years ago
- DEPRECATED Former Python version of Quantiacs toolbox and sample trading strategies. New toolbox available at: https://github.com/quantia…☆225Updated 4 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆308Updated 5 months ago
- ☆106Updated 8 years ago
- ☆83Updated 6 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆113Updated 6 years ago
- Quantitative finance research tools in Python☆431Updated 2 years ago
- Financial methods in Python☆46Updated 11 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆120Updated 4 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆216Updated 5 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆235Updated 2 years ago
- Bloomberg Open API with pandas☆100Updated 4 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- The Thalesians' Python library☆64Updated 8 years ago