NYU Math-GA 2048: Scientific Computing in Finance
☆114Mar 25, 2020Updated 6 years ago
Alternatives and similar repositories for nyumath2048
Users that are interested in nyumath2048 are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Asset allocation and Portfolio Management Course @ Baruch MFE☆19Feb 1, 2020Updated 6 years ago
- baruch mfe mth9814 financial instruments☆22Jun 3, 2018Updated 8 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 5 years ago
- Materials for Big Data in Finance (Baruch MFE 9898)☆10Jul 23, 2020Updated 6 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Baruch MFE MTH9894☆14Jun 4, 2017Updated 9 years ago
- computational physics (Chungbuk National University, Korea)☆10May 26, 2022Updated 4 years ago
- Repository for teachings on Quant Finance☆51Nov 12, 2019Updated 6 years ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11May 13, 2018Updated 8 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- NYU Tandon lecture slides☆36Apr 29, 2026Updated 5 months ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 6 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Sep 12, 2026Updated last month
- NYU Tandon Machine Learning and Finance Fall 2022☆11Dec 13, 2022Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Advanced Risk and Portfolio Management Resources☆42Aug 20, 2019Updated 7 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Fitting an SVI model using Zeliade's method in Python with Pandas☆13May 13, 2015Updated 11 years ago
- ☆12Sep 11, 2023Updated 3 years ago
- Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices☆12Jun 8, 2018Updated 8 years ago
- Using Parallel Computing for Macroeconomic Forecasting at the Federal Reserve Bank of New York (JuliaCon 2017 presentation)☆10Aug 3, 2017Updated 9 years ago
- Jupyter notebook class notes for Numerical Methods for PDEs☆150Oct 16, 2025Updated last year
- Option Pricing with Machine Learning Methods☆15Jun 18, 2024Updated 2 years ago
- Baruch MFE program quant lab☆32May 29, 2018Updated 8 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆17May 26, 2017Updated 9 years ago
- Order Book and Trade Book, Realized Volatility, Random Forest☆13Oct 23, 2023Updated 3 years ago
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆17Jul 3, 2021Updated 5 years ago
- C++ option pricing library on vanillas & exotics, Python volatility calibration library☆22Aug 20, 2024Updated 2 years ago
- A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…☆29May 22, 2020Updated 6 years ago
- NYU Shortcourse -- "Data Science and Social Science" materials☆38Sep 14, 2018Updated 8 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- Python Code for Quantitative Finance Papers☆47Jun 23, 2026Updated 4 months ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- High performance hybrid Monte Carlo simulation☆10Sep 21, 2026Updated last month
- ☆11Dec 18, 2015Updated 10 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆34Jul 28, 2020Updated 6 years ago
- ☆39Apr 8, 2026Updated 6 months ago
- For the first time we derived a closed form solution for Black-Scholes impled volatility☆11Apr 11, 2020Updated 6 years ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆14Aug 25, 2022Updated 4 years ago
- ☆18Feb 13, 2022Updated 4 years ago