patrick-t98 / quantitative-finance-notebooksLinks
A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance
☆21Updated last month
Alternatives and similar repositories for quantitative-finance-notebooks
Users that are interested in quantitative-finance-notebooks are comparing it to the libraries listed below
Sorting:
- Quant Research☆82Updated 4 months ago
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆167Updated last month
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated 3 weeks ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆235Updated 5 months ago
- Portfolio Construction and Risk Management book's Python code.☆114Updated last week
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆79Updated 4 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
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆87Updated 4 months ago
- Python Code for Quantitative Finance Papers☆39Updated 9 months ago
- ☆226Updated last year
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- ☆81Updated 7 months ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆135Updated last year
- Python for Finance module for Imperial MSc in Mathematics and Finance☆99Updated 7 months ago
- Python library for asset pricing☆116Updated last year
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆160Updated 4 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆196Updated 7 months ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆50Updated 6 years ago
- Guides, tutorials and presentations☆56Updated 2 years ago
- Advanced Risk and Portfolio Management Resources☆30Updated 5 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆77Updated this week
- Code that I show on my YouTube Channel☆101Updated 2 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated 10 months ago
- SOFR curve bootstrapping☆26Updated 5 years ago
- Neural network local volatility with dupire formula☆77Updated 4 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆120Updated last year
- Code repository for Pricing and Trading Interest Rate Derivatives☆93Updated 2 years ago