qntlb / numerical-methods-lecture
Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.
☆42Updated last month
Related projects: ⓘ
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆25Updated 3 years ago
- ☆44Updated 10 months ago
- Quant Research☆59Updated this week
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆20Updated 6 months ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆14Updated 5 years ago
- Python library for asset pricing☆99Updated 6 months ago
- ☆63Updated 2 years ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆79Updated 9 months ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 5 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆130Updated last month
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆75Updated 9 months ago
- Algo Trading Research & Documentation☆10Updated 3 months ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆70Updated 2 years ago
- Python Code for Quantitative Finance Papers☆32Updated 3 months ago
- ☆26Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆86Updated this week
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆50Updated 5 months ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆50Updated last year
- Predictive yield curve modeling in reduced dimensionality☆37Updated last year
- ☆22Updated 7 months ago
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆41Updated last year
- My Quant Research Papers (incl. Coding & Excel Examples)☆94Updated 10 months ago
- This repository contains the python codes as well as data files which have been included in the ML for Trading ebook☆59Updated 2 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆76Updated last month
- ☆55Updated last month
- ☆41Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆109Updated 8 months ago
- Study resources for quantitative finance☆49Updated 2 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆116Updated 7 months ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆171Updated last year