s-broda / ComputationalFinanceLinks
Code for the MSc Finance course "Computational Finance" at U Amsterdam
☆23Updated 7 years ago
Alternatives and similar repositories for ComputationalFinance
Users that are interested in ComputationalFinance are comparing it to the libraries listed below
Sorting:
- 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
- ☆24Updated last year
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated 2 years ago
- Covariance Matrix Estimation via Factor Models☆37Updated 6 years ago
- NYU Math-GA 2048: Scientific Computing in Finance☆109Updated 5 years ago
- FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…☆27Updated 3 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Updated 2 years ago
- Asset allocation and Portfolio Management Course @ Baruch MFE☆15Updated 5 years ago
- NYU Tandon lecture slides☆32Updated 4 months ago
- Python Code for Quantitative Finance Papers☆44Updated last year
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- ☆28Updated 4 months ago
- Bayesian Statistics-Econometrics☆87Updated last year
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆18Updated 8 months ago
- Code that I show on my YouTube Channel☆104Updated 2 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆43Updated 4 years ago
- Quant Research☆91Updated this week
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆97Updated 8 months ago
- Website dedicated to a book on machine learning for factor investing☆235Updated 2 years ago
- Financial Econometrics (MSc, Julia code)☆67Updated 3 months ago
- ☆40Updated 6 years ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆51Updated 7 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆115Updated 6 years ago
- Syllabus and exercises for "Data Science for Finance," a course taught in the Masters of Financial Engineering program at UC Berkeley's H…☆23Updated 8 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Automated Backtesting of Portfolios over Multiple Datasets☆67Updated 3 years ago
- Replication of key GARCH model papers☆35Updated 9 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago