Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.
☆49Oct 29, 2025Updated 4 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:
- This Is Indian Country - Spring 2018 Instance☆12Apr 30, 2018Updated 7 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15May 23, 2022Updated 3 years ago
- Winning submission for the Citadel 2021 Data Open. An Empirical Analysis of New Orleans's Rental Regulations on Airbnb Listings.☆13Oct 6, 2021Updated 4 years ago
- This repository contains the public databases and code for the US Federal Debt project, which has been undertaken by Professor Tom Sargen…☆10Sep 11, 2018Updated 7 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 5 years ago
- ☆12Jan 23, 2024Updated 2 years ago
- Augmented Socket API selecting the best suitable access network based on application needs and network performance characteristics.☆14Mar 29, 2020Updated 5 years ago
- Numerical Methods in Finance☆19Jun 8, 2018Updated 7 years ago
- qmoms package to compute option-implied moments from surface data☆25Updated this week
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆20Jul 4, 2018Updated 7 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆111Oct 29, 2022Updated 3 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Mar 27, 2018Updated 7 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 last year
- Dynamic portfolio optimization☆31Dec 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
- ☆257Mar 1, 2024Updated 2 years ago
- seminar series on data science, reproducible science and open source by @maxheld83☆15Apr 30, 2020Updated 5 years ago
- Problems solved according to my understanding and meaningful suggestions will be appreciated☆29Mar 29, 2023Updated 2 years ago
- ☆28Feb 14, 2026Updated 2 weeks ago
- Flood Mapping Intercomparison☆16Nov 5, 2025Updated 3 months ago
- 1st Place submission in the annual Citadel SoCal Data Open☆25Oct 22, 2018Updated 7 years ago
- An R package for inspecting, viewing, and interacting with PMTiles☆76Nov 30, 2025Updated 3 months ago
- A limit order book matching engine written in Julia☆34Dec 2, 2021Updated 4 years ago
- PARADIS, a lightweight and flexible weather forecast model that tries to Keep It Simple.☆26Feb 4, 2026Updated last month
- ☆46Oct 19, 2024Updated last year
- JS Challenge for Youtube☆10May 11, 2019Updated 6 years ago
- Nifty Option-Chain Analysis in Realtime☆13Aug 30, 2022Updated 3 years ago
- Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA☆36Mar 30, 2017Updated 8 years ago
- Repository hosing the carbon policy shocks identified in Känzig (2023)☆13Jun 2, 2025Updated 9 months ago
- Moved here: https://gitlab.com/librehealth/incubating-projects/mhbs/mHBS-trainer☆10Apr 15, 2020Updated 5 years ago
- ☆22Jun 4, 2025Updated 9 months ago
- A D4M module for Julia. D4M was developed in MATLAB by Dr Jeremy Kepner.☆12Sep 10, 2019Updated 6 years ago
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆93Aug 29, 2020Updated 5 years ago
- Portal for the course "Economic Slack" at UCSC [ECON 221]☆38Dec 13, 2025Updated 2 months ago
- Quantitative Finance tools☆605Jul 6, 2023Updated 2 years ago
- Delta hedging under SABR model☆45May 14, 2024Updated last year
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆320Updated this week
- synced is a user space Synchronous Ethernet (Sync-E) stack for the Linux operating system. synced facilitates Sync-E, according to the IT…☆11Feb 5, 2025Updated last year
- Mastodoner is a command line tool (and Python library) for archiving Mastodon, a decentralized micro-blogging social network.☆13Oct 21, 2024Updated last year