qntlb / numerical-methods-lectureLinks
Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.
β48Updated 2 months ago
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:
- Portfolio Construction and Risk Management book's Python code.β124Updated 2 months ago
- π A collection of notes exploring Quantitative Finance concepts with Pythonβ84Updated last week
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computβ¦β15Updated 3 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computβ¦β118Updated 2 months ago
- β46Updated last year
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"β90Updated 6 months ago
- Quant Researchβ86Updated 2 weeks ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouriβ¦β85Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.β120Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heβ¦β176Updated 2 weeks ago
- β81Updated 9 months ago
- Algo Trading Research & Documentationβ21Updated last month
- Python for Finance module for Imperial MSc in Mathematics and Financeβ105Updated 9 months ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orgaβ¦β34Updated last year
- β143Updated last year
- β74Updated 3 years ago
- Python library for asset pricingβ117Updated last year
- Low Latency Interest Rate Markets β Theory, Pricing and Practiceβ241Updated 7 months ago
- Python Code for Quantitative Finance Papersβ40Updated 11 months ago
- Macrosynergy Quant Researchβ154Updated this week
- Codes for the concepts related to quantitative financeβ57Updated 2 weeks ago
- The "Python Machine Learning (2nd edition)" book code repository and info resourceβ14Updated 6 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.β40Updated 11 months ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliherβ148Updated last year
- Portfolio optimization with cvxoptβ40Updated 7 months ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structureβ29Updated 2 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includiβ¦β113Updated 6 months ago
- Yield curve Interpolation using cubic spline and nelson Seigel modelβ15Updated 6 years ago
- Predictive yield curve modeling in reduced dimensionalityβ44Updated 2 years ago
- SOFR curve bootstrappingβ26Updated 5 years ago