yadongli / nyumath2048Links
NYU Math-GA 2048: Scientific Computing in Finance
☆110Updated 5 years ago
Alternatives and similar repositories for nyumath2048
Users that are interested in nyumath2048 are comparing it to the libraries listed below
Sorting:
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- Repository for teachings on Quant Finance☆49Updated 6 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆170Updated 7 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆68Updated 6 years ago
- ☆86Updated 6 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆158Updated 3 years ago
- Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics an…☆96Updated 4 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆25Updated 6 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆117Updated 6 years ago
- Quant Research☆98Updated last month
- Neural network local volatility with dupire formula☆79Updated 4 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆20Updated 7 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
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Guides, tutorials and presentations☆56Updated 2 years ago
- iversity course -- python implementation☆221Updated 11 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆126Updated 2 months ago
- Python Code for Quantitative Finance Papers☆45Updated last year
- 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
- NYU Tandon lecture slides☆32Updated 6 months ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆113Updated last month
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- FFT-based Option Pricing Methods in Python☆59Updated 7 years ago
- SOFR curve bootstrapping☆26Updated 5 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 3 years ago