winfeel / mfe230p
Syllabus and exercises for "Data Science for Finance," a course taught in the Masters of Financial Engineering program at UC Berkeley's Haas School of Business.
☆19Updated 7 years ago
Alternatives and similar repositories for mfe230p:
Users that are interested in mfe230p are comparing it to the libraries listed below
- Advanced Financial Econometrics - Trinity Term 2020☆27Updated 3 years ago
- Python modules for time-series analysis and empirical asset pricing.☆16Updated 4 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆38Updated 4 years ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆12Updated 6 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Class materials of Credit Risk Management taught by prof. Ed Hayes☆11Updated 6 years ago
- Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).☆17Updated 7 years ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆23Updated 3 years ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆14Updated 3 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- ☆20Updated 3 years ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆48Updated 6 years ago
- ECON457 2018 Applied Computational Economics and Finance☆26Updated 7 years ago
- Elements of Financial Risk Management in Python☆11Updated 4 years ago
- Behavioral Economics and Finance Python Notebooks☆18Updated 5 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆27Updated 4 years ago
- ☆69Updated 3 years ago
- Notebooks that support https://python-advanced.quantecon.org☆18Updated last week
- Code for the MSc Finance course "Computational Finance" at U Amsterdam☆24Updated 7 years ago
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆11Updated last year
- NYU Tandon lecture slides☆31Updated 3 months ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆49Updated 4 years ago
- Pricing the Term Structure with Linear Regressions☆36Updated 7 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆24Updated 4 years ago
- Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard☆74Updated 3 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Updated 6 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆30Updated 2 years ago
- My replication of financial papers.☆18Updated 6 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago