yadongli / nyumath2048Links
NYU Math-GA 2048: Scientific Computing in Finance
☆109Updated 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☆134Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆166Updated 6 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
- Listed Volatility and Variance Derivatives (Wiley Finance)☆154Updated 3 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated last year
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆68Updated 5 years ago
- Quant Research☆90Updated this week
- ☆85Updated 6 years ago
- Teaching Resources for Cuemacro courses☆55Updated 6 months ago
- Guides, tutorials and presentations☆56Updated 2 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆115Updated 6 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
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Updated 7 years ago
- Neural network local volatility with dupire formula☆79Updated 4 years ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆107Updated last week
- Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included f…☆51Updated 5 years ago
- A Repository of Notebooks for the Python Lecture Site☆270Updated 4 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
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15Updated 3 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Updated 5 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- A collection of projects published by Bloomberg's Quantitative Finance Research team.☆131Updated 4 years ago
- Advanced Risk and Portfolio Management Resources☆31Updated 6 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- FFT-based Option Pricing Methods in Python☆59Updated 7 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆120Updated 2 weeks ago
- Code that I show on my YouTube Channel☆103Updated 2 years ago