thomasduffy328 / financial-engineeringLinks
Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).
☆17Updated 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…☆29Updated 5 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- NYU Tandon lecture slides☆31Updated 3 weeks ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆25Updated 4 years ago
- ☆16Updated 8 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆30Updated 3 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆39Updated 4 years ago
- Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)☆191Updated last year
- Website dedicated to a book on machine learning for factor investing☆226Updated 2 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- Empirical Data and Some Simulation Codes☆102Updated 6 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 5 years ago
- Daily kata from Quantitative Investment Portfolio Analytics In R☆15Updated 5 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- Code that I show on my YouTube Channel☆100Updated 2 years ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆50Updated 6 years ago
- Practical applications towards risk-centric portfolio management☆45Updated 9 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆28Updated 3 years ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆21Updated 7 years ago
- Quant Research☆82Updated 4 months ago
- NYU Math-GA 2048: Scientific Computing in Finance☆107Updated 5 years ago
- ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.☆29Updated 4 years ago
- Multivariate DCC-GARCH model☆15Updated 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
- Quant interview problems with answers.☆15Updated 6 years ago