pewapplepie / Qunat_Interview_AlgoLinks
Quant trader/researcher Interview Question Collection
☆17Updated last year
Alternatives and similar repositories for Qunat_Interview_Algo
Users that are interested in Qunat_Interview_Algo are comparing it to the libraries listed below
Sorting:
- List of quantitative programming problems and solutions (most of them are from the algorithms section of Quant Job Q&A by Mark Joshi and …☆19Updated last year
- Quant interview problems with answers.☆15Updated 7 years ago
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆27Updated 2 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Updated 6 months ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆32Updated 5 years ago
- Baruch MFE program quant lab☆29Updated 7 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆24Updated 7 years ago
- baruch mfe mth9814 financial instruments☆16Updated 7 years ago
- Calibration of a Surface SVI☆13Updated 6 years ago
- Baruch MFE 2019 Spring☆41Updated 5 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆28Updated 2 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆19Updated 3 years ago
- Neural network local volatility with dupire formula☆79Updated 4 years ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆32Updated 5 years ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask credit. Further, outstanding del…☆10Updated 2 years ago
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆12Updated 5 years ago
- Arbitrage free SVI Surface☆14Updated 7 years ago
- Construction of local volatility surface by using SABR☆30Updated 8 years ago
- Baruch MFE MTH9894☆13Updated 8 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 5 years ago
- Asset allocation and Portfolio Management Course @ Baruch MFE☆15Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆16Updated 8 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆13Updated 2 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Updated 5 years ago
- Basic Limit Order Book functions☆22Updated 7 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Code for the paper "Hedging with linear regressions and neural networks"☆37Updated 4 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago