iversity course -- python implementation
☆222Apr 21, 2014Updated 11 years ago
Alternatives and similar repositories for MonteCarloMethodsInFinance
Users that are interested in MonteCarloMethodsInFinance are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆121Apr 5, 2019Updated 7 years ago
- A lightweight Python library for running simple Monte Carlo Simulations on Pandas Series data☆237Jan 13, 2026Updated 3 months ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Jul 18, 2020Updated 5 years ago
- A streamlined take on the original Cox, Ross and Rubinstein method.☆15Mar 20, 2017Updated 9 years ago
- basic Python Finance Package☆104Mar 2, 2018Updated 8 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Nov 5, 2022Updated 3 years ago
- This is a repository of scripts developed as part of the 2020 ENCMP100 Section B3 lecture taught at University of Alberta.☆10Apr 2, 2020Updated 6 years ago
- Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark☆16Dec 19, 2019Updated 6 years ago
- Accompanying source codes for my book 'Mastering Python for Finance'.☆535Jul 9, 2022Updated 3 years ago
- Python tools to quantitatively manage financial risk☆70Nov 16, 2019Updated 6 years ago
- Monte Carlo Methods to Calculate Value of Real Options in Oil and Gas Applications☆10Jun 4, 2014Updated 11 years ago
- An easy to use Monte Carlo savings and retirement planner.☆11May 13, 2019Updated 6 years ago
- Research in investment finance with Python Notebooks☆1,109Dec 15, 2025Updated 4 months ago
- ☆13Nov 20, 2020Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Library for simulation and analysis of vanilla and exotic options☆36May 23, 2020Updated 5 years ago
- Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering☆275Mar 18, 2020Updated 6 years ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Sep 18, 2021Updated 4 years ago
- Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method☆45Mar 4, 2021Updated 5 years ago
- Monte Carlo Methods applied to the Black-Scholes financial market model☆26May 9, 2018Updated 7 years ago
- Compute shrinkage estimates of the covariance matrix☆15Oct 12, 2015Updated 10 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆17Nov 28, 2017Updated 8 years ago
- Computational Finance related Python Code☆28Dec 7, 2015Updated 10 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆39Mar 26, 2018Updated 8 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- This repository deals with the Monte Carlo Simulation in the financial markets. For more information on Monte Carlo visit here: http://ww…☆19Oct 22, 2016Updated 9 years ago
- Python for Financial Data Analysis with pandas☆70May 6, 2019Updated 6 years ago
- Fama French 3 Factor Model☆42Feb 3, 2016Updated 10 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆208Nov 19, 2024Updated last year
- My codes and notes for Joshi's book: c++ design patterns and derivatives pricing☆150Jul 18, 2014Updated 11 years ago
- Quant research and vectorised backtesting system☆18Jul 29, 2016Updated 9 years ago
- Quantitative Finance Training☆35Jul 12, 2017Updated 8 years ago
- A library in different programming languages of the option pricing formulas used by global CCPs☆15Jul 12, 2023Updated 2 years ago
- Retrieves financial data from XBRL / Yahoo / Quandl and conducts DCF Valuation☆13Mar 16, 2015Updated 11 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Python for Finance (O'Reilly)☆1,912Oct 25, 2023Updated 2 years ago
- Decorator for retrying when exceptions occur☆27Dec 11, 2021Updated 4 years ago
- Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.☆23Aug 11, 2018Updated 7 years ago
- Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.☆46Jan 16, 2023Updated 3 years ago
- Financial Portfolio Optimization Routines in Python☆313Aug 31, 2022Updated 3 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆20Jul 4, 2018Updated 7 years ago
- A dissipative particle dynamics (DPD) project.☆13Aug 16, 2023Updated 2 years ago