pewapplepie / Qunat_Interview_Algo
Quant trader/researcher Interview Question Collection
☆13Updated 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
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆26Updated last year
- baruch mfe mth9814 financial instruments☆12Updated 6 years ago
- Quant interview problems with answers.☆15Updated 6 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆21Updated last year
- Baruch MFE program quant lab☆24Updated 6 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆28Updated last year
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆16Updated last year
- Baruch MFE 2019 Spring☆37Updated 4 years ago
- ☆14Updated 3 years ago
- Asset allocation and Portfolio Management Course @ Baruch MFE☆12Updated 5 years ago
- Calibration of a Surface SVI☆12Updated 6 years ago
- Baruch MFE program quant lab☆13Updated 7 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆21Updated 7 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆16Updated 2 years ago
- Baruch MFE MTH9894☆12Updated 7 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆12Updated 2 years ago
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆23Updated 3 years ago
- ☆21Updated 5 years ago
- Calibration and pricing options in Heston model☆12Updated 7 years ago
- Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark☆15Updated 5 years ago
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆13Updated 9 months ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆26Updated 4 years ago
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆15Updated 7 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆48Updated 2 years ago
- Taking notes on Quant Finance, Machine Learning, Computer Science☆47Updated last month
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆14Updated 3 years ago
- High Frequency Jump Prediction Project☆35Updated 4 years ago
- ☆17Updated 6 years ago
- Semi-automatic analysis of a financial series using Python.☆11Updated 3 years ago