qntlb / numerical-methods-lectureLinks
Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.
☆48Updated last month
Alternatives and similar repositories for numerical-methods-lecture
Users that are interested in numerical-methods-lecture are comparing it to the libraries listed below
Sorting:
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆81Updated 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
- Portfolio Construction and Risk Management book's Python code.☆117Updated 3 weeks ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated last month
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆81Updated 3 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆80Updated last week
- ☆81Updated 8 months ago
- Quant Research☆84Updated this week
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆169Updated this week
- ☆46Updated last year
- Python Code for Quantitative Finance Papers☆39Updated 10 months ago
- ☆142Updated last year
- Python library for asset pricing☆116Updated last year
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆100Updated 8 months ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆87Updated 4 months ago
- Algo Trading Research & Documentation☆20Updated last week
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆235Updated 6 months ago
- Codes for the concepts related to quantitative finance☆56Updated this week
- Entropy Pooling in Python with a BSD 3-Clause license.☆39Updated 9 months ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆110Updated 5 months ago
- ☆29Updated 2 years ago
- Portfolio optimization with cvxopt☆40Updated 6 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆33Updated last year
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆138Updated last year
- A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance☆21Updated 2 months ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆264Updated last month