ranzhaocgu / Books-and-Papers
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- ☆34Updated this week
- Code repository of Learning Quantitative Finance with R by Packt☆41Updated last year
- Practical applications towards risk-centric portfolio management☆41Updated 8 years ago
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- Listed Volatility and Variance Derivatives (Wiley Finance)☆142Updated 2 years ago
- Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA☆34Updated 7 years ago
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- Blog system for quant☆39Updated 8 years ago
- Basel III Standardized Approach for Counterparty Credit Risk Management☆9Updated 3 years ago
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- Source code and community enhancements for Automated Trading with R by Christopher Conlan, Springer/Apress Oct. 2016☆49Updated 6 years ago
- α collection of resources for people interested in quant finance☆52Updated 5 years ago
- Machine Learning for Financial Market Prediction☆52Updated 5 years ago
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- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆60Updated 4 years ago
- ☆79Updated 5 years ago
- Repository for teachings on Quant Finance☆47Updated 4 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆125Updated 3 years ago
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- Notes for Active Portfolio Management, by Grinold and Kahn☆44Updated 8 years ago
- Quantlib学习研究☆13Updated 11 years ago
- general purpose backtesting platform, prevents look-ahead bias☆30Updated 13 years ago
- NYU Math-GA 2048: Scientific Computing in Finance☆105Updated 4 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆104Updated 7 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆60Updated 2 years ago
- ☆69Updated 5 months ago
- ☆35Updated 6 years ago
- My codes and notes for Joshi's book: c++ design patterns and derivatives pricing☆116Updated 10 years ago