thomasduffy328 / financial-engineeringLinks
Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).
☆16Updated 7 years ago
Alternatives and similar repositories for financial-engineering
Users that are interested in financial-engineering are comparing it to the libraries listed below
Sorting:
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆45Updated 6 years ago
- NYU Tandon lecture slides☆32Updated 6 months ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆52Updated 7 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Repository for teachings on Quant Finance☆49Updated 6 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
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Updated 5 years ago
- NYU Math-GA 2048: Scientific Computing in Finance☆110Updated 5 years ago
- ☆34Updated 5 years ago
- ☆16Updated 9 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆25Updated 4 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆44Updated 4 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Updated 3 years ago
- Practical applications towards risk-centric portfolio management☆46Updated 9 years ago
- SOFR curve bootstrapping☆26Updated 5 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆20Updated 7 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated 2 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- Quantitative finance research notebooks☆24Updated 5 years ago
- ☆47Updated 2 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Updated 3 years ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11Updated 7 years ago
- Quant Research☆98Updated last month
- Multivariate DCC-GARCH model☆16Updated 7 years ago
- My solutions for the “C++ Programming for Financial Engineering” Online Certificate. It is a joint project by the Baruch MFE program, Dr.…☆46Updated 6 years ago
- Programming for Quantitative and Computational Finance☆12Updated 6 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago