qntlb / numerical-methods-lectureLinks
Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.
☆48Updated 3 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
Sorting:
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆90Updated 2 months ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆122Updated last month
- 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.☆146Updated last month
- Quant Research☆91Updated this week
- Python for Finance module for Imperial MSc in Mathematics and Finance☆107Updated last week
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆188Updated 2 months ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆97Updated 8 months ago
- ☆83Updated 11 months ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆242Updated 9 months ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 3 years ago
- ☆47Updated 2 years ago
- Algo Trading Research & Documentation☆21Updated 3 months ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆36Updated last year
- ☆32Updated 2 years ago
- Codes for the concepts related to quantitative finance☆58Updated last month
- Python library for asset pricing☆121Updated last year
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆328Updated last month
- Predictive yield curve modeling in reduced dimensionality☆45Updated 2 years ago
- Applying Differential Machine Learning to Calibrate Heston Model☆21Updated 2 years ago
- ☆146Updated last year
- ☆77Updated 4 years ago
- Python Code for Quantitative Finance Papers☆44Updated last year
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆30Updated 2 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆203Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆266Updated last month
- QuantMinds Rough Volatility Workshop lectures☆51Updated 2 months ago