Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.
☆57Jul 9, 2026Updated 2 weeks 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15May 23, 2022Updated 4 years ago
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆12May 13, 2020Updated 6 years ago
- Mechanism Design KU course☆11Mar 5, 2025Updated last year
- Numerical Methods in Finance☆19Jun 8, 2018Updated 8 years ago
- This is the course papg of PhD level advanced macroeconomics.☆10Sep 13, 2021Updated 4 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Winning submission for the Citadel 2021 Data Open. An Empirical Analysis of New Orleans's Rental Regulations on Airbnb Listings.☆12Oct 6, 2021Updated 4 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆20Jul 4, 2018Updated 8 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Mar 27, 2018Updated 8 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆125Oct 29, 2022Updated 3 years ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Jul 28, 2021Updated 4 years ago
- This repository provides a Python Notebook and resources for calibrating the parameters of the Heston model using observed Call Option pr…☆12Sep 17, 2024Updated last year
- ☆274Mar 1, 2024Updated 2 years ago
- ☆48Oct 21, 2023Updated 2 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆27Aug 5, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- This repository contains the public databases and code for the US Federal Debt project, which has been undertaken by Professor Tom Sargen…☆11Sep 11, 2018Updated 7 years ago
- Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA☆36Mar 30, 2017Updated 9 years ago
- Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…☆26Oct 11, 2020Updated 5 years ago
- Tutorials for the InvestOps Python package☆14Mar 19, 2022Updated 4 years ago
- Script that downloads intraday (past 5 days), daily (past 5 years) and active calls/puts of publicly traded companies.☆11Sep 18, 2019Updated 6 years ago
- qmoms package to compute option-implied moments from surface data☆28Feb 26, 2026Updated 4 months ago
- Note of Youtube lecture, "2017 Numerical methods of PDE", given by Qiqi Wang☆14Jun 18, 2018Updated 8 years ago
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆35Jan 18, 2024Updated 2 years ago
- ☆52Oct 19, 2024Updated last year
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆24May 8, 2024Updated 2 years ago
- Fixed-Income-Quant-Trading Projects☆17Jul 21, 2018Updated 8 years ago
- Notebook from my video "Detecting Price Trends in python - Higher Highs, Higher Lows"☆30Jun 23, 2024Updated 2 years ago
- A Repository for all the resources to learn finance through Python☆54Jul 3, 2023Updated 3 years ago
- C++ option pricing library on vanillas & exotics, Python volatility calibration library☆22Aug 20, 2024Updated last year
- ☆22Apr 21, 2020Updated 6 years ago
- The project aims to profile stocks with similar weekly percentage returns using K-Means Clustering. The project calculates realized volat…☆12Oct 30, 2023Updated 2 years ago
- MATLAB functions and scripts for 1D Computational Fluid Dynamics☆15Dec 7, 2018Updated 7 years ago
- Python based command line tool to calculate XIRR from Zerodha funds statement☆12Aug 17, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- XIRR (using Python) to calculate return on investments done at different time periods which need not be periodic.☆15Oct 3, 2020Updated 5 years ago
- Dr Paul Bilokon's MSc at the University of Oxford: Bayesian methods for solving estimation and forecasting problems in the high-frequency…☆24May 29, 2024Updated 2 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆260Feb 5, 2025Updated last year
- Code for utilising VAE as means of doing exact MCMC inference in complex high-dimensional space☆14Jun 20, 2023Updated 3 years ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆352May 20, 2026Updated 2 months ago
- Blackbird Bitcoin Arbitrage: a long/short market-neutral strategy☆24Jun 8, 2015Updated 11 years ago
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆13May 18, 2019Updated 7 years ago