quantgirluk / Understanding-Quantitative-FinanceLinks
📒 A collection of notes exploring Quantitative Finance concepts with Python
☆89Updated last month
Alternatives and similar repositories for Understanding-Quantitative-Finance
Users that are interested in Understanding-Quantitative-Finance are comparing it to the libraries listed below
Sorting:
- Portfolio Construction and Risk Management book's Python code.☆132Updated 2 weeks ago
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆48Updated this week
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆120Updated 2 weeks ago
- Quant Research☆90Updated this week
- Python for Finance module for Imperial MSc in Mathematics and Finance☆107Updated this week
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated last year
- ☆77Updated 4 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆266Updated 2 weeks ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆178Updated last month
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆41Updated last year
- Codes for the concepts related to quantitative finance☆58Updated 2 weeks ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆241Updated 8 months ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆95Updated 7 months ago
- Python library for asset pricing☆117Updated last year
- ☆244Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Predictive yield curve modeling in reduced dimensionality☆45Updated 2 years ago
- ☆47Updated 2 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 3 years ago
- Algo Trading Research & Documentation☆21Updated 3 months ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Applying Differential Machine Learning to Calibrate Heston Model☆21Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15Updated 3 years ago
- ☆25Updated 7 months ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆49Updated 4 years ago
- ☆24Updated last year
- Neural network local volatility with dupire formula☆79Updated 4 years ago
- 📦 Python library for Stochastic Processes Simulation and Visualisation☆340Updated 6 months ago
- Code that I show on my YouTube Channel☆103Updated 2 years ago
- Quantamental finance research with python☆153Updated 3 years ago