quantgirluk / ICMMLinks
📝 Introduction to Monte Carlo methods in Finance Workshop Materials
☆20Updated 2 years ago
Alternatives and similar repositories for ICMM
Users that are interested in ICMM are comparing it to the libraries listed below
Sorting:
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 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, s…☆63Updated 3 months ago
- ☆14Updated 5 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆21Updated last year
- ☆24Updated last year
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆11Updated 5 years ago
- Links for the most relevant topics☆30Updated 5 years ago
- A Quantitative Finance Engineering Project☆13Updated 2 years ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆23Updated 4 years ago
- 👾 This repository contains files related to my personal website. Charts, Jupyter notebooks, random notes, etc.☆17Updated 8 months ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 8 months ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- Computational Finance: option-pricing and risk-management models; Final Project: Pricing a Multi-Asset American Put Option by a Finite El…☆10Updated 7 years ago
- Statistical Methods in Finance☆14Updated 3 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆25Updated 2 years ago
- ☆21Updated last week
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆29Updated 5 years ago
- Underlying package for the 10-line cta☆12Updated this week
- By means of stochastic volatility models☆44Updated 5 years ago
- Monte Carlo Submission Examples☆16Updated 9 months ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Portfolio optimization with cvxopt☆39Updated 5 months ago
- alpha-RNN☆30Updated 5 years ago
- Covariance Matrix Estimation via Factor Models☆35Updated 6 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆25Updated 5 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆77Updated this week
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 6 years ago
- ☆16Updated 4 years ago
- ☆13Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago