polyhedron-gdl / introduction-to-monte-carlo-for-financeView external linksLinks
☆20Feb 21, 2021Updated 4 years ago
Alternatives and similar repositories for introduction-to-monte-carlo-for-finance
Users that are interested in introduction-to-monte-carlo-for-finance are comparing it to the libraries listed below
Sorting:
- Example for Interest Rate Modelling Lecture☆14Mar 29, 2025Updated 10 months ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- Stochastic local volatility model calibration☆18Apr 23, 2021Updated 4 years ago
- Python repository with various projects in Machine Learning and Finance☆14Feb 8, 2026Updated last week
- A module for the Matrix-Variate Gaussian (MVG) mechanism for differential privacy under matrix-valued query.☆19Aug 12, 2020Updated 5 years ago
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆16Mar 11, 2019Updated 6 years ago
- An xVA quantitative library written in python using tensorflow☆17Jan 7, 2026Updated last month
- Risk & Valuation in Python☆16Dec 19, 2025Updated last month
- Economic models and things in Pytorch☆21Nov 30, 2017Updated 8 years ago
- ☆22Jun 20, 2018Updated 7 years ago
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆43May 22, 2024Updated last year
- Network valuation in financial systems☆37Feb 5, 2021Updated 5 years ago
- Basic Unity3D plugin for Google Play In-app billing Version 3 API.☆11Jan 9, 2014Updated 12 years ago
- The code base for paper "Conditional expectation with regularization for missing data imputation"☆11Apr 15, 2024Updated last year
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- Aim: To build web apps powered by Sockets.☆11Jun 3, 2018Updated 7 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Jun 16, 2024Updated last year
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- The project is advised by Professor Robert Engle in his FINANCIAL ECONOMETRICS PhD course. I made comparison between the performance of d…☆10Sep 14, 2018Updated 7 years ago
- The Valuation of Convertible Bonds with Credit Risk (for Honours in Advanced Mathematics of Finance research project, at the University o…☆11Nov 23, 2012Updated 13 years ago
- AIFI bootcamp☆13Mar 2, 2022Updated 3 years ago
- Based on the approaches which are presented in "Forecasting Realised Volatility: Does the LASSO approach outperform HAR?" (Yi Ding, Dimos…☆10Dec 2, 2022Updated 3 years ago
- ☆10Mar 16, 2022Updated 3 years ago
- This repository contains fine tuned BERT models☆12Jul 17, 2020Updated 5 years ago
- Capstone Research Project in NYU Courant☆10Jan 3, 2020Updated 6 years ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 3 years ago
- I created some notebooks about different concepts of financial engineering☆10Sep 28, 2025Updated 4 months ago
- ☆12Dec 21, 2022Updated 3 years ago
- NYU Tandon Machine Learning and Finance Fall 2022☆11Dec 13, 2022Updated 3 years ago
- ☆10Nov 4, 2018Updated 7 years ago
- ☆12Dec 22, 2023Updated 2 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 6 months ago
- ☆12Apr 17, 2021Updated 4 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 5 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- Hull-White 1/2 Factor Dynamics☆15Aug 20, 2022Updated 3 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Example for deploying Dash app.☆10Jan 9, 2021Updated 5 years ago