quantgirluk / ICMM
π Introduction to Monte Carlo methods in Finance Workshop Materials
β17Updated 2 years ago
Alternatives and similar repositories for ICMM:
Users that are interested in ICMM are comparing it to the libraries listed below
- β13Updated 5 years ago
- Statistical Methods in Financeβ14Updated 3 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeriβ32Updated 3 years ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2β¦β23Updated 3 years ago
- β10Updated 5 years ago
- β15Updated 4 years ago
- β23Updated last year
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.β9Updated 4 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricingβ19Updated 6 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, sβ¦β62Updated 7 months ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peojectβ13Updated 6 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inferenceβ25Updated 2 years ago
- Development space for PhD in Financeβ33Updated 4 years ago
- This collects the scripts and notebooks required to reproduce my published work.β45Updated this week
- Behavioral Economics and Finance Python Notebooksβ19Updated 5 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.β21Updated 5 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.β10Updated 7 years ago
- Monte Carlo Submission Examplesβ16Updated 6 months ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirementβ¦β27Updated 5 years ago
- Portfolio optimization with cvxoptβ37Updated 2 months ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modelingβ18Updated 5 years ago
- β18Updated this week
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.β12Updated 5 years ago
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiaoβ21Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooksβ38Updated 4 years ago
- π A collection of notes exploring Quantitative Finance concepts with Pythonβ71Updated last month
- Numerical Methods in Financeβ19Updated 6 years ago
- Advanced Financial Econometrics - Trinity Term 2020β28Updated 4 years ago
- Compile risk with cvxpyβ13Updated this week
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.β16Updated 10 months ago